Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -71.59% |
Year to date (YTD) | -73.91% |
1 month | -36.84% |
3 months | -70.73% |
1 year | -71.43% |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 69.30 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 49.08 |
Implied volatility | 0.11 |
ISIN | CH1268390320 |
Symbol | GALX6Z |
Security | 126839032 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 0.14% |
Premium p.a. | 7.13% |
Leverage | 58.52 |
Implied volatility | 11.03% |
Moneyness | in-the-money |
Leverage | 49.0807 |
Delta | 0.8387 |
Gamma | 0.0205 |
Theta | -0.0020 |
Rho | 0.0012 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 73.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |