Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -89.00% |
Year to date (YTD) | n.a. |
1 month | -86.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 266.95 |
Premium | 0.15% |
Premium p.a. | 7.73% |
Leverage | 34.89 |
Implied volatility | 0.54 |
ISIN | CH1338496461 |
Symbol | SIKXRZ |
Security | 133849646 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 300.00 |
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 | 14.83% |
Premium p.a. | 773.17% |
Leverage | 950.91 |
Implied volatility | 54.02% |
Moneyness | out-of-the-money |
Leverage | 34.8892 |
Delta | 0.0367 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 300.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.50 |
Compagnie Financi... | 132.45 |
Sika AG | 281.70 |
ROCHE GS | 272.70 |
Partners Group Ho... | 1'266.50 |
Name | Price |
---|---|
ABB Ltd | 49.61 |
Holcim | 84.06 |
Lonza Group | 536.20 |
LOGITECH INT. | 74.42 |
Givaudan | 4'605.00 |