Last price paid | 0.17 | |
Change | -5.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +65.00% |
Year to date (YTD) | n.a. |
1 month | -19.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 17.83 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 13.62 |
Implied volatility | 0.25 |
ISIN | CH1305140977 |
Symbol | SIGEYZ |
Security | 130514097 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 19.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 29.02.2024 |
Premium | 2.99% |
Premium p.a. | 24.78% |
Leverage | 23.33 |
Implied volatility | 25.48% |
Moneyness | in-the-money |
Leverage | 13.6157 |
Delta | 0.5835 |
Gamma | 0.0458 |
Theta | -0.0016 |
Rho | 0.0025 |
Vega | 0.0052 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 19.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |