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 |
Fixing | 20.12.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.29 |
Underlying price on issue | 17.83 |
Premium | 0.10% |
Premium p.a. | 0.18% |
Leverage | 6.84 |
Implied volatility | 0.27 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |