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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131646 Security: 130513164 Symbol: SIG81Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.075
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -30.00%
Year to date (YTD) n.a.
1 month -11.76%
3 months +15.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue18.66
Premium0.25%
Premium p.a.0.41%
Leverage10.05
Implied volatility0.26

Reference data

ISIN CH1305131646
Symbol SIG81Z
Security 130513164
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 23.00
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 24.67%
Premium p.a. 40.92%
Leverage 53.51
Implied volatility 25.58%
Moneyness out-of-the-money
Leverage 10.0476
Delta 0.1878
Gamma 0.0145
Theta -0.0005
Rho 0.0038
Vega 0.0078
Fair value 0.07
Intrinsic value n.a.
Break-even 23.35
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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