Last price paid | 0.02 | |
Change | -42.86% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.46% |
Year to date (YTD) | -50.00% |
1 month | -86.67% |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 1.12 |
Premium | 0.02% |
Premium p.a. | 1.04% |
Leverage | 30.70 |
Implied volatility | 0.30 |
ISIN | CH1268379273 |
Symbol | GBPC1Z |
Security | 126837927 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.14 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 25.07.2023 |
Premium | 2.29% |
Premium p.a. | 104.33% |
Leverage | 75.28 |
Implied volatility | 29.77% |
Moneyness | out-of-the-money |
Leverage | 30.7009 |
Delta | 0.3612 |
Gamma | 7.6797 |
Theta | -0.0013 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 1.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |