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ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305146438 Security: 130514643 Symbol: SIG1UZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.14 0.15
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 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 -9.37%
Year to date (YTD) n.a.
1 month -12.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue18.71
Premium0.21%
Premium p.a.0.26%
Leverage7.71
Implied volatility0.25

Reference data

ISIN CH1305146438
Symbol SIG1UZ
Security 130514643
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 22.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 21.33%
Premium p.a. 25.86%
Leverage 25.83
Implied volatility 25.29%
Moneyness out-of-the-money
Leverage 7.7146
Delta 0.2986
Gamma 0.0161
Theta -0.0005
Rho 0.0080
Vega 0.0118
Fair value 0.15
Intrinsic value n.a.
Break-even 22.73
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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