Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -71.43% |
Year to date (YTD) | n.a. |
1 month | -37.50% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.66 |
Premium | 0.14% |
Premium p.a. | 1.69% |
Leverage | 21.72 |
Implied volatility | 0.34 |
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 | 13.86% |
Premium p.a. | 168.68% |
Leverage | 189.70 |
Implied volatility | 34.49% |
Moneyness | out-of-the-money |
Leverage | 21.7243 |
Delta | 0.1145 |
Gamma | 0.0206 |
Theta | -0.0012 |
Rho | 0.0003 |
Vega | 0.0021 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 21.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'237.00 |
ZURICH INSURANCE | 469.30 |
ABB Ltd | 49.64 |
SWISSCOM N | 491.80 |
Name | Price |
---|---|
Lonza Group | 486.20 |
UBS | 27.96 |
Partners Group Ho... | 1'193.00 |
Compagnie Financi... | 142.35 |
GEBERIT N | 555.60 |