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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141173 Security: 130514117 Symbol: SIGS2Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change -4.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date07.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -39.06%
Year to date (YTD) n.a.
1 month -16.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue17.83
Premium0.14%
Premium p.a.0.18%
Leverage5.52
Implied volatility0.28

Reference data

ISIN CH1305141173
Symbol SIGS2Z
Security 130514117
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 14.44%
Premium p.a. 17.51%
Leverage 19.21
Implied volatility 27.84%
Moneyness out-of-the-money
Leverage 5.5167
Delta -0.2872
Gamma 0.0144
Theta -0.0005
Rho -0.0105
Vega 0.0116
Fair value 0.20
Intrinsic value n.a.
Break-even 16.03
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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