Last price paid | 0.35 | |
Change | +16.67% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 14.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -15.48% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 271.00 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 6.18 |
Implied volatility | 0.26 |
ISIN | CH1338499622 |
Symbol | SIK0FZ |
Security | 133849962 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 270.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 06.05.2024 |
Premium | 8.64% |
Premium p.a. | 14.14% |
Leverage | 15.55 |
Implied volatility | 25.82% |
Moneyness | out-of-the-money |
Leverage | 6.1828 |
Delta | -0.3975 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0156 |
Vega | 0.0166 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 252.25 |
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 |