Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.01.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -57.14% |
Year to date (YTD) | n.a. |
1 month | -64.71% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 18.66 |
Premium | 0.12% |
Premium p.a. | 1.03% |
Leverage | 19.79 |
Implied volatility | 0.29 |
ISIN | CH1305131604 |
Symbol | SIGDHZ |
Security | 130513160 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | SIG Combi Grp N, CH0435377954 |
Underlying ISIN | CH0435377954 |
Strike | 21.50 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 12.47% |
Premium p.a. | 103.42% |
Leverage | 128.33 |
Implied volatility | 29.27% |
Moneyness | out-of-the-money |
Leverage | 19.7925 |
Delta | 0.1542 |
Gamma | 0.0242 |
Theta | -0.0011 |
Rho | 0.0007 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 21.65 |
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 |