Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 27.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.30% |
Year to date (YTD) | -96.34% |
1 month | n.a. |
3 months | -89.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 1.10 |
Premium | 0.05% |
Premium p.a. | 2.39% |
Leverage | 27.30 |
Implied volatility | 0.43 |
ISIN | CH1281052451 |
Symbol | GBPPXZ |
Security | 128105245 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.08 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 18.12.2023 |
Premium | 5.24% |
Premium p.a. | 239.12% |
Leverage | 112.92 |
Implied volatility | 42.91% |
Moneyness | out-of-the-money |
Leverage | 27.3010 |
Delta | -0.2141 |
Gamma | 9.2880 |
Theta | -0.0013 |
Rho | -0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.45 |
SONOVA HLDG N | 287.90 |
Swiss Re | 106.10 |
ZURICH INSURANCE | 473.90 |
Partners Group Ho... | 1'160.50 |
Name | Price |
---|---|
LOGITECH INT. | 76.14 |
Lonza Group | 550.40 |
ROCHE GS | 281.00 |
Nestlé SA | 89.30 |
Alcon AG | 80.64 |