Last price paid | 0.01 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 75'000.00 Unit | |
Date/time | 16.08.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 02.07.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 257.65 |
Premium | 0.09% |
Premium p.a. | 1.16% |
Leverage | 35.01 |
Implied volatility | 0.22 |
ISIN | CH1338515062 |
Symbol | SIK5YZ |
Security | 133851506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 25.06.2024 |
Premium | 8.94% |
Premium p.a. | 116.49% |
Leverage | 355.87 |
Implied volatility | 22.42% |
Moneyness | out-of-the-money |
Leverage | 35.0081 |
Delta | 0.0984 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0004 |
Vega | 0.0026 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 290.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |