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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1281049911 Security: 128104991 Symbol: SIGEZZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 15.05.2024 03:00:59

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 15.05.24 15:00 15.05.24 15:00

Current data

Last price paid 0.10
Change -28.57% [ -0.04 ]
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 -54.35%
Year to date (YTD) -67.74%
1 month -52.38%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue20.02
Premium0.04%
Premium p.a.0.33%
Leverage15.22
Implied volatility0.25

Reference data

ISIN CH1281049911
Symbol SIGEZZ
Security 128104991
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 19.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 08.12.2023

Key figures

Premium 4.03%
Premium p.a. 33.40%
Leverage 36.67
Implied volatility 24.82%
Moneyness out-of-the-money
Leverage 15.2240
Delta -0.4152
Gamma 0.0470
Theta -0.0014
Rho -0.0021
Vega 0.0052
Fair value 0.11
Intrinsic value n.a.
Break-even 18.48
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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