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 | +38.24% |
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 | 0.02% |
Premium p.a. | 0.22% |
Leverage | 11.46 |
Implied volatility | 0.31 |
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 | 1.78% |
Premium p.a. | 21.63% |
Leverage | 16.03 |
Implied volatility | 31.19% |
Moneyness | in-the-money |
Leverage | 11.4565 |
Delta | 0.7145 |
Gamma | 0.0403 |
Theta | -0.0020 |
Rho | 0.0020 |
Vega | 0.0037 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 19.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 482.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.02 |
Holcim | 79.30 |
GEBERIT N | 557.40 |