Last price paid | 0.23 | |
Change | -20.69% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 07.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -39.71% |
Year to date (YTD) | n.a. |
1 month | -55.77% |
3 months | -46.51% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 17.83 |
Premium | 0.15% |
Premium p.a. | 0.19% |
Leverage | 6.79 |
Implied volatility | 0.26 |
ISIN | CH1305141033 |
Symbol | SIG3VZ |
Security | 130514103 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 15.02% |
Premium p.a. | 18.98% |
Leverage | 16.14 |
Implied volatility | 25.78% |
Moneyness | out-of-the-money |
Leverage | 6.7924 |
Delta | 0.4209 |
Gamma | 0.0206 |
Theta | -0.0006 |
Rho | 0.0094 |
Vega | 0.0115 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 19.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.06 |
Partners Group Ho... | 1'184.50 |
GEBERIT N | 557.20 |
LOGITECH INT. | 90.62 |
Sika AG | 272.00 |
Name | Price |
---|---|
Lonza Group | 485.20 |
SWISSCOM N | 497.80 |
Givaudan | 4'354.00 |
KUEHNE & NAGEL | 259.80 |
ROCHE GS | 242.30 |