Last price paid | 0.72 | |
Change | -12.20% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 13.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +11.72% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 266.95 |
Premium | 0.15% |
Premium p.a. | 0.09% |
Leverage | 4.30 |
Implied volatility | 0.26 |
ISIN | CH1338496495 |
Symbol | SIK1XZ |
Security | 133849649 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 03.05.2024 |
Premium | 14.57% |
Premium p.a. | 8.82% |
Leverage | 7.71 |
Implied volatility | 26.29% |
Moneyness | out-of-the-money |
Leverage | 4.2995 |
Delta | 0.5577 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0378 |
Vega | 0.0274 |
Fair value | 0.72 |
Intrinsic value | n.a. |
Break-even | 315.75 |
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 |