Last price paid | 0.37 | |
Change | +8.82% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +25.00% |
Year to date (YTD) | n.a. |
1 month | +117.65% |
3 months | +19.35% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 18.66 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.15 |
Implied volatility | 0.26 |
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 |
Premium | 2.04% |
Premium p.a. | 6.94% |
Leverage | 8.78 |
Implied volatility | 26.27% |
Moneyness | in-the-money |
Leverage | 6.1530 |
Delta | -0.7009 |
Gamma | 0.0296 |
Theta | -0.0007 |
Rho | -0.0079 |
Vega | 0.0062 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 16.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |