Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.03% |
Year to date (YTD) | -89.36% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 79.83 |
Premium | 0.07% |
Premium p.a. | 0.56% |
Leverage | 20.23 |
Implied volatility | 0.24 |
ISIN | CH1268392821 |
Symbol | SGSZAZ |
Security | 126839282 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 16.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 16 |
Value day | 21.09.2023 |
Premium | 6.80% |
Premium p.a. | 56.40% |
Leverage | 91.59 |
Implied volatility | 23.88% |
Moneyness | out-of-the-money |
Leverage | 20.2328 |
Delta | -0.2209 |
Gamma | 0.0028 |
Theta | -0.0014 |
Rho | -0.0014 |
Vega | 0.0052 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 75.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.80 |
SONOVA HLDG N | 290.70 |
Sika AG | 281.90 |
KUEHNE & NAGEL | 250.20 |
ROCHE GS | 227.10 |
Name | Price |
---|---|
Compagnie Financi... | 135.00 |
Givaudan | 4'048.00 |
Nestlé SA | 94.32 |
Holcim | 78.26 |
NOVARTIS N | 93.45 |