Last price paid | 0.50 | |
Change | +6.38% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 02.07.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +12.22% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 257.65 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 6.23 |
Implied volatility | 0.25 |
ISIN | CH1338514974 |
Symbol | SIKXVZ |
Security | 133851497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 260.00 |
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 | 7.76% |
Premium p.a. | 11.71% |
Leverage | 10.48 |
Implied volatility | 25.32% |
Moneyness | in-the-money |
Leverage | 6.2266 |
Delta | 0.5940 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0178 |
Vega | 0.0167 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 285.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
NOVARTIS N | 96.33 |
LOGITECH INT. | 80.76 |
Givaudan | 4'296.00 |
SONOVA HLDG N | 266.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 473.90 |
Alcon AG | 80.32 |
SWISSCOM N | 534.00 |
ROCHE GS | 280.10 |