Last price paid | 0.38 | |
Change | -7.32% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -14.77% |
Year to date (YTD) | -17.39% |
1 month | +40.74% |
3 months | +5.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 69.30 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 12.42 |
Implied volatility | 0.17 |
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 | 2.85% |
Premium p.a. | 9.91% |
Leverage | 19.64 |
Implied volatility | 17.11% |
Moneyness | in-the-money |
Leverage | 12.4179 |
Delta | 0.6323 |
Gamma | 0.0056 |
Theta | -0.0014 |
Rho | 0.0123 |
Vega | 0.0149 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 75.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |