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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1268392508 Security: 126839250 Symbol: SGS11Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 15.05.2024 02:37:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 15.05.24 14:37 15.05.24 14:37

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -63.24%
Year to date (YTD) -74.51%
1 month -13.33%
3 months -38.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue79.83
Premium0.09%
Premium p.a.0.24%
Leverage11.26
Implied volatility0.22

Reference data

ISIN CH1268392508
Symbol SGS11Z
Security 126839250
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 76.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 21.09.2023

Key figures

Premium 8.71%
Premium p.a. 23.55%
Leverage 40.53
Implied volatility 22.05%
Moneyness out-of-the-money
Leverage 11.2576
Delta -0.2778
Gamma 0.0019
Theta -0.0008
Rho -0.0057
Vega 0.0103
Fair value 0.13
Intrinsic value n.a.
Break-even 74.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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