Last price paid | 0.82 | |
Change | +13.89% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +42.24% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 281.20 |
Premium | 0.07% |
Premium p.a. | 0.06% |
Leverage | 3.56 |
Implied volatility | 0.26 |
ISIN | CH1338504835 |
Symbol | SIKFMZ |
Security | 133850483 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
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 | 6.70% |
Premium p.a. | 6.46% |
Leverage | 6.20 |
Implied volatility | 26.22% |
Moneyness | in-the-money |
Leverage | 3.5633 |
Delta | -0.5744 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0325 |
Vega | 0.0203 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 238.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |