Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -64.58% |
Year to date (YTD) | n.a. |
1 month | +28.57% |
3 months | -18.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 268.90 |
Premium | 0.21% |
Premium p.a. | 0.40% |
Leverage | 11.44 |
Implied volatility | 0.24 |
ISIN | CH1305148707 |
Symbol | SIKI4Z |
Security | 130514870 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 320.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 25.03.2024 |
Premium | 20.58% |
Premium p.a. | 39.75% |
Leverage | 63.27 |
Implied volatility | 24.17% |
Moneyness | out-of-the-money |
Leverage | 11.4407 |
Delta | 0.1808 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0044 |
Vega | 0.0102 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 324.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |