Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -57.14% |
Year to date (YTD) | n.a. |
1 month | +33.33% |
3 months | -11.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.66 |
Premium | 0.25% |
Premium p.a. | 5.08% |
Leverage | 13.16 |
Implied volatility | 0.75 |
ISIN | CH1305131604 |
Symbol | SIGDHZ |
Security | 130513160 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 21.50 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 25.07% |
Premium p.a. | 508.41% |
Leverage | 115.40 |
Implied volatility | 75.44% |
Moneyness | out-of-the-money |
Leverage | 13.1616 |
Delta | 0.1141 |
Gamma | 0.0133 |
Theta | -0.0031 |
Rho | 0.0002 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 21.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'373.00 |
Holcim | 80.82 |
Lonza Group | 500.60 |
Sika AG | 271.00 |
LOGITECH INT. | 90.94 |
Name | Price |
---|---|
Nestlé SA | 96.64 |
Swiss Re | 112.50 |
UBS | 28.14 |
SONOVA HLDG N | 286.10 |
Partners Group Ho... | 1'156.00 |