Last price paid | 0.19 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -73.94% |
Year to date (YTD) | -66.07% |
1 month | -51.28% |
3 months | -58.70% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 58.23 |
Premium | 0.16% |
Premium p.a. | 0.25% |
Leverage | 7.62 |
Implied volatility | 0.26 |
ISIN | CH1281050364 |
Symbol | GF0FYZ |
Security | 128105036 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Georg Fischer N, CH1169151003 |
Underlying ISIN | CH1169151003 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 15.91% |
Premium p.a. | 24.81% |
Leverage | 37.38 |
Implied volatility | 26.32% |
Moneyness | out-of-the-money |
Leverage | 7.6220 |
Delta | -0.2039 |
Gamma | 0.0019 |
Theta | -0.0008 |
Rho | -0.0102 |
Vega | 0.0157 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 58.15 |
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 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |