Last price paid | n.a. | |
Change | -4.55% [ -0.02 ] | |
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 | +105.00% |
Year to date (YTD) | n.a. |
1 month | +162.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 257.25 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 12.49 |
Implied volatility | 0.33 |
ISIN | CH1305140423 |
Symbol | SIKPLZ |
Security | 130514042 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 260.00 |
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 | 0.25% |
Premium p.a. | 9.13% |
Leverage | 13.65 |
Implied volatility | 32.95% |
Moneyness | in-the-money |
Leverage | 12.4890 |
Delta | 0.9150 |
Gamma | 0.0002 |
Theta | -0.0025 |
Rho | 0.0013 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 280.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'239.00 |
Nestlé SA | 91.86 |
ZURICH INSURANCE | 469.80 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 485.80 |
Compagnie Financi... | 142.10 |
UBS | 28.06 |
GEBERIT N | 556.60 |
Partners Group Ho... | 1'198.50 |