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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141132 Security: 130514113 Symbol: SIGJUZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 29.05.2024 09:24:24

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 29.05.24 09:24 29.05.24 09:24

Current data

Last price paid 0.15
Change +7.14% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -44.64%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue17.83
Premium0.14%
Premium p.a.0.23%
Leverage6.46
Implied volatility0.29

Reference data

ISIN CH1305141132
Symbol SIGJUZ
Security 130514113
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 17.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 29.02.2024

Key figures

Premium 14.24%
Premium p.a. 23.42%
Leverage 24.41
Implied volatility 28.98%
Moneyness out-of-the-money
Leverage 6.4598
Delta -0.2646
Gamma 0.0153
Theta -0.0006
Rho -0.0070
Vega 0.0097
Fair value 0.16
Intrinsic value n.a.
Break-even 16.23
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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