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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141124 Security: 130514112 Symbol: SIGM7Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 11.06.2024 04:19:50

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 11.06.24 16:19 11.06.24 16:19

Current data

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

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.17
Underlying price on issue17.83
Premium0.02%
Premium p.a.0.42%
Leverage17.85
Implied volatility0.29

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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