Last price paid | n.a. | |
Change | -75.00% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | n.a. |
1 month | -22.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 257.25 |
Premium | 0.01% |
Premium p.a. | 0.19% |
Leverage | 110.09 |
Implied volatility | 0.07 |
ISIN | CH1305140456 |
Symbol | SIK4VZ |
Security | 130514045 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.02.2024 |
Premium | 0.52% |
Premium p.a. | 18.92% |
Leverage | 223.84 |
Implied volatility | 7.00% |
Moneyness | out-of-the-money |
Leverage | 110.0871 |
Delta | 0.4918 |
Gamma | 0.0023 |
Theta | -0.0014 |
Rho | 0.0007 |
Vega | 0.0037 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 281.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |