Last price paid | 0.28 | |
Change | +64.71% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +32.61% |
Year to date (YTD) | n.a. |
1 month | +250.00% |
3 months | +21.74% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 18.66 |
Premium | 0.01% |
Premium p.a. | 0.23% |
Leverage | 8.60 |
Implied volatility | 0.44 |
ISIN | CH1305131752 |
Symbol | SIGCVZ |
Security | 130513175 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.99% |
Premium p.a. | 22.62% |
Leverage | 10.91 |
Implied volatility | 43.99% |
Moneyness | in-the-money |
Leverage | 8.5955 |
Delta | -0.7877 |
Gamma | 0.0378 |
Theta | -0.0027 |
Rho | -0.0013 |
Vega | 0.0020 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 16.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.74 |
LOGITECH INT. | 90.30 |
Swiss Re | 112.45 |
Partners Group Ho... | 1'173.00 |
ZURICH INSURANCE | 473.80 |
Name | Price |
---|---|
Lonza Group | 475.70 |
SWISSCOM N | 497.60 |
SONOVA HLDG N | 287.50 |
Compagnie Financi... | 147.15 |
ROCHE GS | 241.80 |