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ZKB Call Warrant auf
SGS Ltd

ISIN: CH1338502961 Security: 133850296 Symbol: SGS5TZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.07.2024 03:06:14

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 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 24.07.24 15:06 24.07.24 15:06

Current data

Last price paid 0.24
Change +200.00% [ +0.16 ]
Last traded volume 6'000.00 Unit
Cumulative volume 6'000.00 Unit
Date/time 24.07.2024 09:15

Life cycle

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

Performance

Perf. since issue +294.44%
Year to date (YTD) n.a.
1 month -5.88%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue80.82
Premium0.02%
Premium p.a.0.12%
Leverage11.24
Implied volatility0.22

Reference data

ISIN CH1338502961
Symbol SGS5TZ
Security 133850296
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 88.00
C/P type call
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 15.05.2024

Key figures

Premium 2.11%
Premium p.a. 11.87%
Leverage 16.15
Implied volatility 22.22%
Moneyness in-the-money
Leverage 11.2386
Delta 0.6958
Gamma 0.0025
Theta -0.0016
Rho 0.0065
Vega 0.0085
Fair value 0.12
Intrinsic value n.a.
Break-even 93.68
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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