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ZKB Put Warrant auf
SFS Group AG

ISIN: CH1281049671 Security: 128104967 Symbol: SFSVMZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 15.05.2024 03:06:36

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 100'000.00 100'000.00
Date/time 15.05.24 15:06 15.05.24 15:06

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.66%
Year to date (YTD) -80.56%
1 month -41.67%
3 months -73.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue98.30
Premium0.17%
Premium p.a.1.45%
Leverage15.09
Implied volatility0.40

Reference data

ISIN CH1281049671
Symbol SFSVMZ
Security 128104967
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SFS Group N, CH0239229302
Underlying ISIN CH0239229302
Strike 96.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 17.47%
Premium p.a. 144.96%
Leverage 192.67
Implied volatility 40.06%
Moneyness out-of-the-money
Leverage 15.0906
Delta -0.0783
Gamma 0.0005
Theta -0.0013
Rho -0.0006
Vega 0.0029
Fair value 0.03
Intrinsic value n.a.
Break-even 95.40
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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