Last price paid | 0.055 | |
Change | -21.43% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -54.55% |
Year to date (YTD) | n.a. |
1 month | -31.25% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 18.66 |
Premium | 0.19% |
Premium p.a. | 0.58% |
Leverage | 13.01 |
Implied volatility | 0.27 |
ISIN | CH1305131653 |
Symbol | SIGA3Z |
Security | 130513165 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 22.00 |
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 |
Premium | 18.79% |
Premium p.a. | 57.64% |
Leverage | 74.92 |
Implied volatility | 26.86% |
Moneyness | out-of-the-money |
Leverage | 13.0096 |
Delta | 0.1736 |
Gamma | 0.0178 |
Theta | -0.0006 |
Rho | 0.0020 |
Vega | 0.0055 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 22.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |