Last price paid | 0.44 | |
Change | -6.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +3.41% |
Year to date (YTD) | -4.35% |
1 month | +37.50% |
3 months | +4.76% |
1 year | n.a. |
3 years | n.a. |
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 | 2.34% |
Premium p.a. | 9.18% |
Leverage | 16.44 |
Implied volatility | 18.66% |
Moneyness | in-the-money |
Leverage | 11.3082 |
Delta | 0.6879 |
Gamma | 0.0050 |
Theta | -0.0015 |
Rho | 0.0120 |
Vega | 0.0133 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 76.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.00 |
SONOVA HLDG N | 276.30 |
LOGITECH INT. | 88.00 |
Sika AG | 260.60 |
Lonza Group | 489.80 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.00 |
Compagnie Financi... | 143.45 |
Swiss Re | 112.25 |
SWISSCOM N | 505.00 |
Partners Group Ho... | 1'153.50 |