Last price paid | 0.03 | |
Change | -25.00% [ -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 | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.67% |
Year to date (YTD) | -90.00% |
1 month | -40.00% |
3 months | -72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 73.67 |
Premium | 0.11% |
Premium p.a. | 0.94% |
Leverage | 21.11 |
Implied volatility | 0.28 |
ISIN | CH1281049762 |
Symbol | SGSOOZ |
Security | 128104976 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SGS Rg, CH1256740924 |
Underlying ISIN | CH1256740924 |
Strike | 72.00 |
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 |
Premium | 11.28% |
Premium p.a. | 93.54% |
Leverage | 201.75 |
Implied volatility | 27.56% |
Moneyness | out-of-the-money |
Leverage | 21.1076 |
Delta | -0.1046 |
Gamma | 0.0015 |
Theta | -0.0010 |
Rho | -0.0007 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 71.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 519.20 |
SONOVA HLDG N | 290.00 |
ROCHE GS | 227.30 |
Sika AG | 280.80 |
Partners Group Ho... | 1'262.00 |
Name | Price |
---|---|
Compagnie Financi... | 135.30 |
Givaudan | 4'044.00 |
Holcim | 78.14 |
Nestlé SA | 94.38 |
NOVARTIS N | 93.36 |