Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -65.79% |
Year to date (YTD) | -62.50% |
1 month | -14.29% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 69.30 |
Premium | 0.12% |
Premium p.a. | 0.36% |
Leverage | 19.01 |
Implied volatility | 0.18 |
ISIN | CH1268390338 |
Symbol | GALAAZ |
Security | 126839033 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 80.00 |
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 | 12.33% |
Premium p.a. | 35.71% |
Leverage | 110.46 |
Implied volatility | 17.54% |
Moneyness | out-of-the-money |
Leverage | 19.0122 |
Delta | 0.1721 |
Gamma | 0.0034 |
Theta | -0.0008 |
Rho | 0.0040 |
Vega | 0.0107 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 80.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |