Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.34% |
Year to date (YTD) | -81.82% |
1 month | -50.00% |
3 months | -88.24% |
1 year | -94.59% |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 249.45 |
Premium | 0.21% |
Premium p.a. | 1.68% |
Leverage | 16.42 |
Implied volatility | 0.40 |
ISIN | CH1250715948 |
Symbol | SIKVRZ |
Security | 125071594 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 220.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 16.03.2023 |
Premium | 20.71% |
Premium p.a. | 167.94% |
Leverage | 368.67 |
Implied volatility | 40.22% |
Moneyness | out-of-the-money |
Leverage | 16.4241 |
Delta | -0.0445 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 219.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 81.44 |
SONOVA HLDG N | 282.10 |
Compagnie Financi... | 135.85 |
LOGITECH INT. | 78.62 |
Nestlé SA | 95.16 |
Name | Price |
---|---|
ROCHE GS | 222.90 |
Lonza Group | 508.40 |
Holcim | 77.10 |
Swiss Re | 103.35 |
Givaudan | 4'048.00 |