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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141058 Security: 130514105 Symbol: SIGQJZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 07.06.2024 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 0.25 0.26
Volume 225'000.00 225'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.27
Change +3.85% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 12'000.00 Unit
Date/time 06.06.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -12.07%
Year to date (YTD) n.a.
1 month -30.77%
3 months -15.63%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue17.83
Premium0.10%
Premium p.a.0.18%
Leverage6.84
Implied volatility0.27

Reference data

ISIN CH1305141058
Symbol SIGQJZ
Security 130514105
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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

Key figures

Premium 10.46%
Premium p.a. 17.92%
Leverage 13.69
Implied volatility 27.19%
Moneyness out-of-the-money
Leverage 6.8374
Delta 0.4996
Gamma 0.0220
Theta -0.0007
Rho 0.0087
Vega 0.0106
Fair value 0.26
Intrinsic value n.a.
Break-even 19.27
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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