Last price paid | 0.28 | |
Change | +3.70% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -5.00% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 80.82 |
Premium | 0.06% |
Premium p.a. | 0.11% |
Leverage | 7.87 |
Implied volatility | 0.21 |
ISIN | CH1338503126 |
Symbol | SGSFYZ |
Security | 133850312 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 15.05.2024 |
Premium | 5.70% |
Premium p.a. | 10.84% |
Leverage | 17.54 |
Implied volatility | 21.18% |
Moneyness | at-the-money |
Leverage | 7.8665 |
Delta | -0.4484 |
Gamma | 0.0020 |
Theta | -0.0007 |
Rho | -0.0133 |
Vega | 0.0143 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 75.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |