Last price paid | 0.23 | |
Change | +21.05% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -39.19% |
Year to date (YTD) | -41.03% |
1 month | +91.67% |
3 months | -28.13% |
1 year | n.a. |
3 years | n.a. |
ISIN | CH1268390312 |
Symbol | GALG2Z |
Security | 126839031 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 0.34% |
Premium p.a. | 17.62% |
Leverage | 32.89 |
Implied volatility | 22.38% |
Moneyness | in-the-money |
Leverage | 26.7696 |
Delta | 0.8139 |
Gamma | 0.0115 |
Theta | -0.0046 |
Rho | 0.0011 |
Vega | 0.0027 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 74.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.10 |
Lonza Group | 491.50 |
Sika AG | 261.00 |
SONOVA HLDG N | 275.40 |
GEBERIT N | 545.40 |
Name | Price |
---|---|
Compagnie Financi... | 143.60 |
ZURICH INSURANCE | 483.40 |
ROCHE GS | 253.10 |
SWISSCOM N | 505.00 |
Swiss Re | 112.40 |