Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 11.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.45% |
Year to date (YTD) | -85.71% |
1 month | -66.67% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 237.20 |
Premium | 0.19% |
Premium p.a. | 1.59% |
Leverage | 17.71 |
Implied volatility | 0.38 |
ISIN | CH1281046669 |
Symbol | SIKRZZ |
Security | 128104666 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.12.2023 |
Premium | 19.11% |
Premium p.a. | 158.50% |
Leverage | 377.87 |
Implied volatility | 37.60% |
Moneyness | out-of-the-money |
Leverage | 17.7055 |
Delta | -0.0469 |
Gamma | 0.0001 |
Theta | -0.0008 |
Rho | -0.0003 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 229.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |