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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141108 Security: 130514110 Symbol: SIGHMZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.26
Change -3.70% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date07.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +27.50%
Year to date (YTD) n.a.
1 month -7.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue17.83
Premium0.14%
Premium p.a.0.16%
Leverage6.65
Implied volatility0.25

Reference data

ISIN CH1305141108
Symbol SIGHMZ
Security 130514110
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 20.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 29.02.2024

Key figures

Premium 13.59%
Premium p.a. 16.48%
Leverage 14.69
Implied volatility 24.92%
Moneyness out-of-the-money
Leverage 6.6520
Delta 0.4528
Gamma 0.0187
Theta -0.0006
Rho 0.0119
Vega 0.0135
Fair value 0.26
Intrinsic value n.a.
Break-even 21.27
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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