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ZKB Put Warrant auf
SIG Combibloc Group AG

ISIN: CH1305141124 Security: 130514112 Symbol: SIGM7Z 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) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.025 0.035
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 0.035
Change -22.22% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.35%
Year to date (YTD) n.a.
1 month -56.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue17.83
Premium0.12%
Premium p.a.1.06%
Leverage16.38
Implied volatility0.34

Reference data

ISIN CH1305141124
Symbol SIGM7Z
Security 130514112
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SIG Combi Grp N, CH0435377954
Underlying ISIN CH0435377954
Strike 17.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 29.02.2024

Key figures

Premium 12.47%
Premium p.a. 105.83%
Leverage 128.33
Implied volatility 33.96%
Moneyness out-of-the-money
Leverage 16.3831
Delta -0.1277
Gamma 0.0186
Theta -0.0011
Rho -0.0006
Vega 0.0028
Fair value 0.03
Intrinsic value n.a.
Break-even 16.85
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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