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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305140936 Security: 130514093 Symbol: SIG8VZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.05 0.06
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.055
Change -15.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 -67.65%
Year to date (YTD) n.a.
1 month -73.81%
3 months -73.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue17.83
Premium0.05%
Premium p.a.0.82%
Leverage22.03
Implied volatility0.29

Reference data

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

Key figures

Premium 4.73%
Premium p.a. 82.17%
Leverage 63.45
Implied volatility 29.35%
Moneyness out-of-the-money
Leverage 22.0343
Delta 0.3472
Gamma 0.0600
Theta -0.0022
Rho 0.0007
Vega 0.0031
Fair value 0.06
Intrinsic value n.a.
Break-even 18.28
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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