Last price paid | n.a. | |
Change | +29.41% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 06.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +64.29% |
Year to date (YTD) | n.a. |
1 month | -64.52% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 1.09 |
Premium | 0.09% |
Premium p.a. | 4.28% |
Leverage | 4.39 |
Implied volatility | 1.67 |
ISIN | CH1305134376 |
Symbol | GBPLJZ |
Security | 130513437 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.12 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 30.01.2024 |
Premium | 9.38% |
Premium p.a. | 427.92% |
Leverage | 9.82 |
Implied volatility | 166.68% |
Moneyness | in-the-money |
Leverage | 4.3875 |
Delta | 0.3958 |
Gamma | 1.1228 |
Theta | -0.0069 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 1.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'192.00 |
Givaudan | 4'282.00 |
ABB Ltd | 48.50 |
LOGITECH INT. | 79.44 |
Nestlé SA | 89.42 |
Name | Price |
---|---|
Swiss Re | 108.35 |
ZURICH INSURANCE | 482.60 |
UBS | 26.61 |
ROCHE GS | 284.70 |
NOVARTIS N | 98.26 |