Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 28.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -94.44% |
Year to date (YTD) | -40.00% |
1 month | +50.00% |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 1.11 |
Premium | 0.12% |
Premium p.a. | 5.51% |
Leverage | 17.03 |
Implied volatility | 0.79 |
ISIN | CH1237244160 |
Symbol | GBPGDZ |
Security | 123724416 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.00 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 12.08% |
Premium p.a. | 551.10% |
Leverage | 112.60 |
Implied volatility | 78.90% |
Moneyness | out-of-the-money |
Leverage | 17.0315 |
Delta | -0.1343 |
Gamma | 5.0816 |
Theta | -0.0018 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 0.99 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |