Last price paid | 0.27 | |
Change | +3.85% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +1.92% |
Year to date (YTD) | n.a. |
1 month | +12.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 84.94 |
Premium | 0.11% |
Premium p.a. | 0.13% |
Leverage | 8.76 |
Implied volatility | 0.19 |
ISIN | CH1305146453 |
Symbol | SGS6XZ |
Security | 130514645 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 19.03.2024 |
Premium | 10.64% |
Premium p.a. | 12.77% |
Leverage | 20.09 |
Implied volatility | 18.58% |
Moneyness | out-of-the-money |
Leverage | 8.7582 |
Delta | 0.4360 |
Gamma | 0.0017 |
Theta | -0.0007 |
Rho | 0.0171 |
Vega | 0.0191 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 94.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |