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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131778 Security: 130513177 Symbol: SIGP5Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -44.74%
Year to date (YTD) n.a.
1 month -21.43%
3 months -54.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue18.66
Premium0.17%
Premium p.a.0.29%
Leverage7.07
Implied volatility0.29

Reference data

ISIN CH1305131778
Symbol SIGP5Z
Security 130513177
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 16.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 22.01.2024

Key figures

Premium 17.38%
Premium p.a. 28.83%
Leverage 35.68
Implied volatility 29.28%
Moneyness out-of-the-money
Leverage 7.0658
Delta -0.1981
Gamma 0.0131
Theta -0.0005
Rho -0.0051
Vega 0.0081
Fair value 0.11
Intrinsic value n.a.
Break-even 15.48
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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