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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1305146479 Security: 130514647 Symbol: SGS48Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.23
Change -4.17% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -39.19%
Year to date (YTD) n.a.
1 month -30.30%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue84.94
Premium0.10%
Premium p.a.0.12%
Leverage7.35
Implied volatility0.21

Reference data

ISIN CH1305146479
Symbol SGS48Z
Security 130514647
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 80.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 19.03.2024

Key figures

Premium 10.31%
Premium p.a. 12.38%
Leverage 23.66
Implied volatility 20.89%
Moneyness out-of-the-money
Leverage 7.3502
Delta -0.3106
Gamma 0.0014
Theta -0.0005
Rho -0.0156
Vega 0.0172
Fair value 0.23
Intrinsic value n.a.
Break-even 76.40
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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