Inhaltsseite: Home

ZKB Call Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131604 Security: 130513160 Symbol: SIGDHZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.07
Underlying price on issue18.66
Premium0.12%
Premium p.a.1.03%
Leverage19.79
Implied volatility0.29

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading