Last price paid | 0.07 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | +27.27% |
3 months | +7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 281.20 |
Premium | 0.30% |
Premium p.a. | 0.40% |
Leverage | 10.10 |
Implied volatility | 0.24 |
ISIN | CH1338504942 |
Symbol | SIKNWZ |
Security | 133850494 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 360.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 22.05.2024 |
Premium | 29.81% |
Premium p.a. | 39.86% |
Leverage | 70.10 |
Implied volatility | 24.41% |
Moneyness | out-of-the-money |
Leverage | 10.0984 |
Delta | 0.1441 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0054 |
Vega | 0.0110 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 364.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.20 |
Compagnie Financi... | 132.35 |
Sika AG | 281.10 |
ROCHE GS | 272.20 |
Nestlé SA | 85.28 |
Name | Price |
---|---|
Holcim | 83.96 |
ABB Ltd | 49.63 |
Lonza Group | 535.20 |
LOGITECH INT. | 74.56 |
Givaudan | 4'601.00 |