Inhaltsseite: Home

ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131620 Security: 130513162 Symbol: SIGR4Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -18.75% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -53.85%
Year to date (YTD) n.a.
1 month -35.00%
3 months +8.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue18.66
Premium0.16%
Premium p.a.0.50%
Leverage12.84
Implied volatility0.26

Reference data

ISIN CH1305131620
Symbol SIGR4Z
Security 130513162
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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

Key figures

Premium 16.39%
Premium p.a. 50.27%
Leverage 62.43
Implied volatility 26.00%
Moneyness out-of-the-money
Leverage 12.8418
Delta 0.2057
Gamma 0.0205
Theta -0.0007
Rho 0.0023
Vega 0.0061
Fair value 0.06
Intrinsic value n.a.
Break-even 21.80
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading