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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305131752 Security: 130513175 Symbol: SIGCVZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.055
Change -21.43% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -78.26%
Year to date (YTD) n.a.
1 month -57.69%
3 months -80.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue18.66
Premium0.08%
Premium p.a.0.66%
Leverage17.20
Implied volatility0.28

Reference data

ISIN CH1305131752
Symbol SIGCVZ
Security 130513175
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 18.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 22.01.2024

Key figures

Premium 7.79%
Premium p.a. 66.14%
Leverage 77.00
Implied volatility 28.09%
Moneyness out-of-the-money
Leverage 17.2043
Delta -0.2234
Gamma 0.0322
Theta -0.0013
Rho -0.0011
Vega 0.0039
Fair value 0.05
Intrinsic value n.a.
Break-even 17.75
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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