Last price paid | 0.075 | |
Change | -11.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 19.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -36.36% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 267.95 |
Premium | 0.34% |
Premium p.a. | 0.42% |
Leverage | 9.87 |
Implied volatility | 0.25 |
ISIN | CH1305151651 |
Symbol | SIKWLZ |
Security | 130515165 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 360.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 12.04.2024 |
Premium | 34.18% |
Premium p.a. | 42.44% |
Leverage | 77.40 |
Implied volatility | 24.82% |
Moneyness | out-of-the-money |
Leverage | 9.8717 |
Delta | 0.1275 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0050 |
Vega | 0.0101 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 363.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |