Last price paid | 0.18 | |
Change | +20.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -51.32% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | +28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 281.20 |
Premium | 0.07% |
Premium p.a. | 0.26% |
Leverage | 12.40 |
Implied volatility | 0.23 |
ISIN | CH1338504876 |
Symbol | SIKUWZ |
Security | 133850487 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 7.14% |
Premium p.a. | 25.56% |
Leverage | 30.19 |
Implied volatility | 22.65% |
Moneyness | out-of-the-money |
Leverage | 12.3983 |
Delta | 0.4106 |
Gamma | 0.0002 |
Theta | -0.0013 |
Rho | 0.0059 |
Vega | 0.0115 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 299.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |