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ZKB Put Warrant auf
SFS Group AG

ISIN: CH1338502912 Security: 133850291 Symbol: SFSDAZ 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) 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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 23.08.24 17:15 23.08.24 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 23.08.2024 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 -67.86%
Year to date (YTD) n.a.
1 month 0.00%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue114.20
Premium0.12%
Premium p.a.0.33%
Leverage10.24
Implied volatility0.26

Reference data

ISIN CH1338502912
Symbol SFSDAZ
Security 133850291
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SFS Group N, CH0239229302
Underlying ISIN CH0239229302
Strike 115.00
C/P type put
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 12.27%
Premium p.a. 32.92%
Leverage 47.41
Implied volatility 25.93%
Moneyness out-of-the-money
Leverage 10.2447
Delta -0.2161
Gamma 0.0007
Theta -0.0010
Rho -0.0057
Vega 0.0114
Fair value 0.14
Intrinsic value n.a.
Break-even 112.30
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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