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 | 0.13% |
Premium p.a. | 1.56% |
Leverage | 22.31 |
Implied volatility | 0.33 |
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 | 13.27% |
Premium p.a. | 156.21% |
Leverage | 190.70 |
Implied volatility | 32.85% |
Moneyness | out-of-the-money |
Leverage | 22.3122 |
Delta | 0.1170 |
Gamma | 0.0215 |
Theta | -0.0012 |
Rho | 0.0004 |
Vega | 0.0022 |
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 | 112.60 |
LOGITECH INT. | 87.02 |
ZURICH INSURANCE | 469.10 |
SWISSCOM N | 491.80 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 487.60 |
Alcon AG | 80.14 |
Compagnie Financi... | 142.55 |
GEBERIT N | 556.20 |
KUEHNE & NAGEL | 249.60 |