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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1338503068 Security: 133850306 Symbol: SGS41Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 12.06.2024 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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.14
Change -6.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 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 -38.64%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue80.82
Premium0.07%
Premium p.a.0.23%
Leverage12.41
Implied volatility0.21

Reference data

ISIN CH1338503068
Symbol SGS41Z
Security 133850306
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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

Key figures

Premium 6.80%
Premium p.a. 23.20%
Leverage 38.67
Implied volatility 21.48%
Moneyness out-of-the-money
Leverage 12.4132
Delta -0.3210
Gamma 0.0023
Theta -0.0009
Rho -0.0053
Vega 0.0101
Fair value 0.14
Intrinsic value n.a.
Break-even 77.84
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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