Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -79.17% |
Year to date (YTD) | -14.29% |
1 month | -45.45% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 81.66 |
Premium | 0.14% |
Premium p.a. | 1.11% |
Leverage | 22.54 |
Implied volatility | 0.27 |
ISIN | CH1268387516 |
Symbol | SGSK3Z |
Security | 126838751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 11.09.2023 |
Premium | 13.65% |
Premium p.a. | 110.74% |
Leverage | 203.25 |
Implied volatility | 27.29% |
Moneyness | out-of-the-money |
Leverage | 22.5426 |
Delta | 0.1109 |
Gamma | 0.0015 |
Theta | -0.0010 |
Rho | 0.0007 |
Vega | 0.0034 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 92.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |