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 |
Fixing | 20.09.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.24 |
Underlying price on issue | 17.83 |
Premium | 0.05% |
Premium p.a. | 0.15% |
Leverage | 7.38 |
Implied volatility | 0.28 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |