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ZKB Call Warrant auf
SGS Ltd

ISIN: CH1268392458 Security: 126839245 Symbol: SGSWLZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

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

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.15
Underlying price on issue79.83
Premium0.12%
Premium p.a.0.33%
Leverage15.29
Implied volatility0.20

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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