Last price paid | 0.065 | |
Change | -13.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -84.78% |
Year to date (YTD) | -70.45% |
1 month | -53.57% |
3 months | -40.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 69.30 |
Premium | 0.05% |
Premium p.a. | 0.44% |
Leverage | 24.86 |
Implied volatility | 0.19 |
ISIN | CH1268390353 |
Symbol | GALM2Z |
Security | 126839035 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 5.08% |
Premium p.a. | 44.13% |
Leverage | 101.29 |
Implied volatility | 19.43% |
Moneyness | out-of-the-money |
Leverage | 24.8637 |
Delta | -0.2455 |
Gamma | 0.0067 |
Theta | -0.0017 |
Rho | -0.0021 |
Vega | 0.0075 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 67.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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