Last price paid | 0.20 | |
Change | +66.67% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
Fixing | 20.09.2024 |
Settlement date | 29.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -27.59% |
Year to date (YTD) | n.a. |
1 month | -52.38% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 281.20 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 22.99 |
Implied volatility | 0.21 |
ISIN | CH1338504967 |
Symbol | SIKDWZ |
Security | 133850496 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 280.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 22.05.2024 |
Premium | 0.11% |
Premium p.a. | 5.80% |
Leverage | 25.70 |
Implied volatility | 20.63% |
Moneyness | in-the-money |
Leverage | 22.9884 |
Delta | -0.8947 |
Gamma | 0.0005 |
Theta | -0.0017 |
Rho | -0.0010 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 269.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.65 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.40 |
ROCHE GS | 272.30 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 84.00 |
ABB Ltd | 49.70 |
Lonza Group | 536.20 |
Swiss Re | 117.25 |
Givaudan | 4'600.00 |