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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131760 Security: 130513176 Symbol: SIGH4Z Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -48.33%
Year to date (YTD) n.a.
1 month -23.81%
3 months -56.76%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue18.66
Premium0.08%
Premium p.a.0.25%
Leverage8.65
Implied volatility0.27

Reference data

ISIN CH1305131760
Symbol SIGH4Z
Security 130513176
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 18.00
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 8.04%
Premium p.a. 24.65%
Leverage 24.17
Implied volatility 27.29%
Moneyness out-of-the-money
Leverage 8.6492
Delta -0.3579
Gamma 0.0256
Theta -0.0009
Rho -0.0049
Vega 0.0080
Fair value 0.16
Intrinsic value n.a.
Break-even 17.23
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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