Last price paid | 0.06 | |
Change | -20.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | -79.31% |
1 month | -20.00% |
3 months | -53.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 73.67 |
Premium | 0.15% |
Premium p.a. | 0.39% |
Leverage | 12.09 |
Implied volatility | 0.25 |
ISIN | CH1281049770 |
Symbol | SGS4IZ |
Security | 128104977 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 70.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 08.12.2023 |
Premium | 14.58% |
Premium p.a. | 39.41% |
Leverage | 84.19 |
Implied volatility | 24.82% |
Moneyness | out-of-the-money |
Leverage | 12.0863 |
Delta | -0.1436 |
Gamma | 0.0012 |
Theta | -0.0006 |
Rho | -0.0029 |
Vega | 0.0069 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 69.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.80 |
SONOVA HLDG N | 291.60 |
Partners Group Ho... | 1'265.00 |
ROCHE GS | 226.80 |
Sika AG | 280.30 |
Name | Price |
---|---|
Givaudan | 4'037.00 |
Compagnie Financi... | 135.65 |
Holcim | 78.16 |
Nestlé SA | 94.44 |
NOVARTIS N | 93.38 |