Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -38.24% |
Year to date (YTD) | n.a. |
1 month | +20.00% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 17.83 |
Premium | 0.02% |
Premium p.a. | 0.42% |
Leverage | 17.85 |
Implied volatility | 0.29 |
ISIN | CH1305141124 |
Symbol | SIGM7Z |
Security | 130514112 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 |
Premium | 1.93% |
Premium p.a. | 41.54% |
Leverage | 32.00 |
Implied volatility | 29.16% |
Moneyness | in-the-money |
Leverage | 17.8519 |
Delta | -0.5579 |
Gamma | 0.0745 |
Theta | -0.0024 |
Rho | -0.0009 |
Vega | 0.0029 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 16.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'164.00 |
ROCHE GS | 240.50 |
SONOVA HLDG N | 286.80 |
Givaudan | 4'347.00 |
Holcim | 80.18 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.50 |
Lonza Group | 494.10 |
UBS | 27.67 |
ZURICH INSURANCE | 470.80 |
LOGITECH INT. | 89.82 |