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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1338503092 Security: 133850309 Symbol: SGS7VZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 03:27:27

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 15:27 27.09.24 15:27

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.09.2024 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 -75.00%
Year to date (YTD) n.a.
1 month -25.00%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue80.82
Premium0.20%
Premium p.a.0.74%
Leverage10.85
Implied volatility0.35

Reference data

ISIN CH1338503092
Symbol SGS7VZ
Security 133850309
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 76.00
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 20.40%
Premium p.a. 73.72%
Leverage 112.40
Implied volatility 34.57%
Moneyness out-of-the-money
Leverage 10.8450
Delta -0.0965
Gamma 0.0006
Theta -0.0009
Rho -0.0017
Vega 0.0053
Fair value 0.05
Intrinsic value n.a.
Break-even 75.16
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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