Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -28.85% |
Year to date (YTD) | -35.71% |
1 month | +38.46% |
3 months | -10.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 71.05 |
Premium | 0.06% |
Premium p.a. | 0.21% |
Leverage | 15.74 |
Implied volatility | 0.18 |
ISIN | CH1281050430 |
Symbol | GALHJZ |
Security | 128105043 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 5.92% |
Premium p.a. | 21.18% |
Leverage | 39.73 |
Implied volatility | 17.87% |
Moneyness | out-of-the-money |
Leverage | 15.7403 |
Delta | 0.3962 |
Gamma | 0.0055 |
Theta | -0.0014 |
Rho | 0.0076 |
Vega | 0.0150 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 77.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.26 |
Givaudan | 4'336.00 |
Swiss Life Hldg | 636.60 |
ABB Ltd | 50.20 |
GEBERIT N | 544.40 |
Name | Price |
---|---|
NOVARTIS N | 93.76 |
ROCHE GS | 244.50 |
Compagnie Financi... | 143.25 |
Nestlé SA | 95.00 |
LOGITECH INT. | 88.30 |