Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.48% |
Year to date (YTD) | -69.23% |
1 month | -20.00% |
3 months | -76.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 230.30 |
Premium | 0.28% |
Premium p.a. | 2.26% |
Leverage | 12.40 |
Implied volatility | 0.54 |
ISIN | CH1268393704 |
Symbol | SIKWIZ |
Security | 126839370 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.09.2023 |
Premium | 28.48% |
Premium p.a. | 226.00% |
Leverage | 371.47 |
Implied volatility | 54.00% |
Moneyness | out-of-the-money |
Leverage | 12.3990 |
Delta | -0.0334 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0003 |
Vega | 0.0015 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 199.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.72 |
SONOVA HLDG N | 282.30 |
LOGITECH INT. | 78.42 |
Compagnie Financi... | 134.80 |
Nestlé SA | 94.86 |
Name | Price |
---|---|
Lonza Group | 500.60 |
ROCHE GS | 222.40 |
Swiss Life Hldg | 640.00 |
Holcim | 77.18 |
Givaudan | 4'060.00 |