Last price paid | 0.22 | |
Change | -4.35% [ -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 | -24.07% |
Year to date (YTD) | n.a. |
1 month | -18.52% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 281.20 |
Premium | 0.18% |
Premium p.a. | 0.24% |
Leverage | 6.09 |
Implied volatility | 0.29 |
ISIN | CH1338504793 |
Symbol | SIK6BZ |
Security | 133850479 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 240.00 |
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 | 18.06% |
Premium p.a. | 24.15% |
Leverage | 27.36 |
Implied volatility | 29.00% |
Moneyness | out-of-the-money |
Leverage | 6.0881 |
Delta | -0.2225 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0097 |
Vega | 0.0144 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 229.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 132.60 |
SONOVA HLDG N | 303.00 |
Sika AG | 281.00 |
ROCHE GS | 272.20 |
Nestlé SA | 85.24 |
Name | Price |
---|---|
ABB Ltd | 49.61 |
Holcim | 83.96 |
Lonza Group | 534.60 |
LOGITECH INT. | 74.52 |
Givaudan | 4'600.00 |