Last price paid | n.a. | |
Change | -69.23% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 04.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -93.82% |
Year to date (YTD) | n.a. |
1 month | -88.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 257.85 |
Premium | 0.01% |
Premium p.a. | 0.76% |
Leverage | 116.89 |
Implied volatility | 0.11 |
ISIN | CH1305140670 |
Symbol | SIK73Z |
Security | 130514067 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 260.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 26.02.2024 |
Premium | 1.45% |
Premium p.a. | 75.64% |
Leverage | 489.14 |
Implied volatility | 11.45% |
Moneyness | out-of-the-money |
Leverage | 116.8944 |
Delta | 0.2390 |
Gamma | 0.0015 |
Theta | -0.0018 |
Rho | 0.0002 |
Vega | 0.0021 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 260.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |