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 |
Fixing | 20.12.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.28 |
Underlying price on issue | 17.83 |
Premium | 0.14% |
Premium p.a. | 0.23% |
Leverage | 6.46 |
Implied volatility | 0.29 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.35 |
Givaudan | 4'231.00 |
ROCHE GS | 228.80 |
ZURICH INSURANCE | 468.70 |
Nestlé SA | 91.60 |
Name | Price |
---|---|
Lonza Group | 483.50 |
UBS | 27.96 |
Compagnie Financi... | 142.25 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 556.20 |