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ZKB Put Warrant auf
SFS Group AG

ISIN: CH1338502920 Security: 133850292 Symbol: SFSVYZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -33.87%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue114.20
Premium0.13%
Premium p.a.0.22%
Leverage7.53
Implied volatility0.26

Reference data

ISIN CH1338502920
Symbol SFSVYZ
Security 133850292
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SFS Group N, CH0239229302
Underlying ISIN CH0239229302
Strike 110.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 15.05.2024

Key figures

Premium 13.20%
Premium p.a. 21.89%
Leverage 29.76
Implied volatility 25.76%
Moneyness out-of-the-money
Leverage 7.5253
Delta -0.2529
Gamma 0.0007
Theta -0.0008
Rho -0.0105
Vega 0.0151
Fair value 0.21
Intrinsic value n.a.
Break-even 105.90
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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