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ZKB Call Warrant auf
SGS Ltd

ISIN: CH1268387516 Security: 126838751 Symbol: SGSK3Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.12
Underlying price on issue81.66
Premium0.14%
Premium p.a.1.11%
Leverage22.54
Implied volatility0.27

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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