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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141009 Security: 130514100 Symbol: SIGJHZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.33
Change -2.94% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date07.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +35.42%
Year to date (YTD) n.a.
1 month -2.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue17.83
Premium0.05%
Premium p.a.0.15%
Leverage7.38
Implied volatility0.28

Reference data

ISIN CH1305141009
Symbol SIGJHZ
Security 130514100
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 18.00
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 4.78%
Premium p.a. 14.66%
Leverage 11.53
Implied volatility 28.09%
Moneyness in-the-money
Leverage 7.3759
Delta 0.6399
Gamma 0.0249
Theta -0.0010
Rho 0.0068
Vega 0.0080
Fair value 0.18
Intrinsic value n.a.
Break-even 19.63
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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