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SGS Ltd

ISIN: CH1338502995 Security: 133850299 Symbol: SGSALZ Life cycle
Secondary market

Bid Price 0.76

Ask Price 0.77

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 15.08.2024 05:15:01

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 0.76 0.77
Volume 75'000.00 75'000.00
Date/time 15.08.24 17:15 15.08.24 17:15

Current data

Last price paid 0.76
Change +4.11% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.08.2024 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 +194.23%
Year to date (YTD) n.a.
1 month +245.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue80.82
Premium0.02%
Premium p.a.0.06%
Leverage6.08
Implied volatility0.25

Reference data

ISIN CH1338502995
Symbol SGSALZ
Security 133850299
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 84.00
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 2.47%
Premium p.a. 6.26%
Leverage 7.67
Implied volatility 25.28%
Moneyness in-the-money
Leverage 6.0787
Delta 0.7922
Gamma 0.0012
Theta -0.0011
Rho 0.0153
Vega 0.0106
Fair value 0.15
Intrinsic value n.a.
Break-even 96.24
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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