Last price paid | 0.32 | |
Change | -8.57% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | -14.47% |
Year to date (YTD) | +166.67% |
1 month | -15.79% |
3 months | -3.03% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 79.83 |
Premium | 0.04% |
Premium p.a. | 0.11% |
Leverage | 9.62 |
Implied volatility | 0.20 |
ISIN | CH1268392367 |
Symbol | SGSQBZ |
Security | 126839236 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 80.00 |
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 | 4.21% |
Premium p.a. | 11.29% |
Leverage | 15.72 |
Implied volatility | 20.34% |
Moneyness | in-the-money |
Leverage | 9.6150 |
Delta | 0.6115 |
Gamma | 0.0024 |
Theta | -0.0010 |
Rho | 0.0104 |
Vega | 0.0120 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 85.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 80.44 |
SONOVA HLDG N | 284.40 |
LOGITECH INT. | 80.48 |
Compagnie Financi... | 136.65 |
Partners Group Ho... | 1'246.00 |
Name | Price |
---|---|
Lonza Group | 505.60 |
Swiss Re | 103.05 |
ROCHE GS | 224.20 |
Givaudan | 4'071.00 |
ZURICH INSURANCE | 451.70 |