Last price paid | 0.10 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -67.14% |
Year to date (YTD) | -85.07% |
1 month | -33.33% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 81.66 |
Premium | 0.03% |
Premium p.a. | 0.25% |
Leverage | 19.14 |
Implied volatility | 0.19 |
ISIN | CH1268387540 |
Symbol | SGSDFZ |
Security | 126838754 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 11.09.2023 |
Premium | 2.96% |
Premium p.a. | 24.51% |
Leverage | 43.77 |
Implied volatility | 19.47% |
Moneyness | out-of-the-money |
Leverage | 19.1354 |
Delta | -0.4372 |
Gamma | 0.0045 |
Theta | -0.0014 |
Rho | -0.0028 |
Vega | 0.0069 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 78.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 520.80 |
SONOVA HLDG N | 292.20 |
Partners Group Ho... | 1'263.00 |
ROCHE GS | 226.30 |
Sika AG | 280.30 |
Name | Price |
---|---|
Compagnie Financi... | 135.55 |
Givaudan | 4'047.00 |
Nestlé SA | 94.40 |
LOGITECH INT. | 80.42 |
NOVARTIS N | 93.42 |