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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1268387540 Security: 126838754 Symbol: SGSDFZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 15.05.2024 09:59:50

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 15.05.24 09:59 15.05.24 09:59

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.35
Underlying price on issue81.66
Premium0.03%
Premium p.a.0.25%
Leverage19.14
Implied volatility0.19

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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