Last price paid | 0.055 | |
Change | +120.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -35.71% |
Year to date (YTD) | n.a. |
1 month | +57.14% |
3 months | +37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.66 |
Premium | 0.22% |
Premium p.a. | 3.37% |
Leverage | 12.13 |
Implied volatility | 0.67 |
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 | 22.19% |
Premium p.a. | 337.44% |
Leverage | 79.02 |
Implied volatility | 66.57% |
Moneyness | out-of-the-money |
Leverage | 12.1282 |
Delta | 0.1535 |
Gamma | 0.0156 |
Theta | -0.0030 |
Rho | 0.0003 |
Vega | 0.0022 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 21.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.30 |
Nestlé SA | 97.88 |
Lonza Group | 490.00 |
ROCHE GS | 234.40 |
Givaudan | 4'236.00 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 112.15 |
ABB Ltd | 49.18 |
Holcim | 77.78 |
ZURICH INSURANCE | 469.10 |