Last price paid | 0.22 | |
Change | +10.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -31.82% |
Year to date (YTD) | n.a. |
1 month | -29.03% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 268.90 |
Premium | 0.17% |
Premium p.a. | 0.21% |
Leverage | 5.85 |
Implied volatility | 0.28 |
ISIN | CH1305148731 |
Symbol | SIK7XZ |
Security | 130514873 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 25.03.2024 |
Premium | 17.30% |
Premium p.a. | 20.84% |
Leverage | 24.59 |
Implied volatility | 27.98% |
Moneyness | out-of-the-money |
Leverage | 5.8475 |
Delta | -0.2378 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0112 |
Vega | 0.0155 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 228.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 483.80 |
UBS | 28.02 |
Partners Group Ho... | 1'194.50 |
GEBERIT N | 556.20 |
Holcim | 79.20 |