Last price paid | 0.07 | |
Change | -36.36% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 04.06.2024 17:15 |
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 | -58.82% |
Year to date (YTD) | n.a. |
1 month | -70.83% |
3 months | -61.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 17.83 |
Premium | 0.04% |
Premium p.a. | 0.63% |
Leverage | 20.27 |
Implied volatility | 0.28 |
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 | 4.14% |
Premium p.a. | 63.01% |
Leverage | 50.34 |
Implied volatility | 28.07% |
Moneyness | out-of-the-money |
Leverage | 20.2668 |
Delta | 0.4026 |
Gamma | 0.0609 |
Theta | -0.0021 |
Rho | 0.0009 |
Vega | 0.0035 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 18.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |