Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -94.47% |
Year to date (YTD) | n.a. |
1 month | -60.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 281.20 |
Premium | 0.12% |
Premium p.a. | 6.51% |
Leverage | 32.03 |
Implied volatility | 0.54 |
ISIN | CH1338504769 |
Symbol | SIKUDZ |
Security | 133850476 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 290.00 |
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 | 12.48% |
Premium p.a. | 650.52% |
Leverage | 492.00 |
Implied volatility | 53.65% |
Moneyness | out-of-the-money |
Leverage | 32.0266 |
Delta | 0.0651 |
Gamma | 0.0001 |
Theta | -0.0033 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 290.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 304.40 |
Compagnie Financi... | 133.15 |
Sika AG | 281.80 |
ROCHE GS | 272.60 |
Partners Group Ho... | 1'268.00 |
Name | Price |
---|---|
Holcim | 84.12 |
ABB Ltd | 49.72 |
Lonza Group | 537.80 |
SWISSCOM N | 553.50 |
LOGITECH INT. | 74.70 |