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 |
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 | +194.23% |
Year to date (YTD) | n.a. |
1 month | +245.45% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 80.82 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 6.08 |
Implied volatility | 0.25 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.10 |
Partners Group Ho... | 1'186.00 |
Swiss Re | 108.30 |
Sika AG | 256.50 |
LOGITECH INT. | 77.62 |
Name | Price |
---|---|
GEBERIT N | 518.60 |
UBS | 26.18 |
SWISSCOM N | 528.50 |
Nestlé SA | 89.28 |
Lonza Group | 551.40 |