Last price paid | 0.08 | |
Change | -11.11% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | +60.00% |
1 month | -38.46% |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 79.83 |
Premium | 0.12% |
Premium p.a. | 0.33% |
Leverage | 15.29 |
Implied volatility | 0.20 |
ISIN | CH1268392458 |
Symbol | SGSWLZ |
Security | 126839245 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 21.09.2023 |
Premium | 12.34% |
Premium p.a. | 33.37% |
Leverage | 67.65 |
Implied volatility | 19.72% |
Moneyness | out-of-the-money |
Leverage | 15.2912 |
Delta | 0.2260 |
Gamma | 0.0019 |
Theta | -0.0007 |
Rho | 0.0040 |
Vega | 0.0093 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 91.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |