Last price paid | 0.27 | |
Change | -6.90% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +55.88% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 17.83 |
Premium | 0.01% |
Premium p.a. | 0.16% |
Leverage | 11.03 |
Implied volatility | 0.30 |
ISIN | CH1305140936 |
Symbol | SIG8VZ |
Security | 130514093 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 1.34% |
Premium p.a. | 15.74% |
Leverage | 14.39 |
Implied volatility | 29.51% |
Moneyness | in-the-money |
Leverage | 11.0293 |
Delta | 0.7663 |
Gamma | 0.0373 |
Theta | -0.0017 |
Rho | 0.0023 |
Vega | 0.0034 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 19.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.45 |
ZURICH INSURANCE | 469.20 |
SWISSCOM N | 492.20 |
ABB Ltd | 49.57 |
Nestlé SA | 91.46 |
Name | Price |
---|---|
Lonza Group | 487.70 |
GEBERIT N | 556.40 |
Alcon AG | 80.30 |
UBS | 28.15 |
Compagnie Financi... | 143.00 |