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ZKB Put Warrant auf
SGS Ltd

ISIN: CH1281049770 Security: 128104977 Symbol: SGS4IZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 14.05.2024 05:15:00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.06
Change -20.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -79.31%
1 month -20.00%
3 months -53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue73.67
Premium0.15%
Premium p.a.0.40%
Leverage11.85
Implied volatility0.25

Reference data

ISIN CH1281049770
Symbol SGS4IZ
Security 128104977
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying SGS Rg, CH1256740924
Underlying ISIN CH1256740924
Strike 70.00
C/P type put
Subscription ratio 16.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 16
Value day 08.12.2023

Key figures

Premium 15.08%
Premium p.a. 40.47%
Leverage 84.69
Implied volatility 25.35%
Moneyness out-of-the-money
Leverage 11.8465
Delta -0.1399
Gamma 0.0011
Theta -0.0006
Rho -0.0029
Vega 0.0069
Fair value 0.06
Intrinsic value n.a.
Break-even 69.04
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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