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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1268392821 Security: 126839282 Symbol: SGSZAZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 11:34:15

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 11:34 15.05.24 11:37

Current data

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

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.29
Underlying price on issue79.83
Premium0.07%
Premium p.a.0.56%
Leverage20.23
Implied volatility0.24

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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