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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1338503183 Security: 133850318 Symbol: SIG7FZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.24
Change -7.69% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +16.67%
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 price0.21
Underlying price on issue19.17
Premium0.05%
Premium p.a.0.16%
Leverage7.56
Implied volatility0.26

Reference data

ISIN CH1338503183
Symbol SIG7FZ
Security 133850318
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 19.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 15.05.2024

Key figures

Premium 5.10%
Premium p.a. 15.64%
Leverage 15.29
Implied volatility 26.48%
Moneyness in-the-money
Leverage 7.5642
Delta -0.4947
Gamma 0.0282
Theta -0.0009
Rho -0.0068
Vega 0.0085
Fair value 0.19
Intrinsic value n.a.
Break-even 17.78
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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