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ZKB Call Warrant auf
SFS Group AG

ISIN: CH1338502813 Security: 133850281 Symbol: SFSJHZ Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 23.08.2024 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 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.48
Change +9.09% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.08.2024 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 +102.08%
Year to date (YTD) n.a.
1 month -12.73%
3 months -22.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue114.20
Premium0.01%
Premium p.a.0.14%
Leverage10.26
Implied volatility0.29

Reference data

ISIN CH1338502813
Symbol SFSJHZ
Security 133850281
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SFS Group N, CH0239229302
Underlying ISIN CH0239229302
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 15.05.2024

Key figures

Premium 1.33%
Premium p.a. 13.85%
Leverage 13.20
Implied volatility 29.48%
Moneyness in-the-money
Leverage 10.2587
Delta 0.7774
Gamma 0.0013
Theta -0.0026
Rho 0.0043
Vega 0.0059
Fair value 0.09
Intrinsic value n.a.
Break-even 129.70
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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