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 | 19.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.86% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 1.12 |
Premium | 0.03% |
Premium p.a. | 1.57% |
Leverage | 33.51 |
Implied volatility | 0.33 |
ISIN | CH1305144763 |
Symbol | GBP7WZ |
Security | 130514476 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.10 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 12.03.2024 |
Premium | 3.45% |
Premium p.a. | 157.33% |
Leverage | 112.89 |
Implied volatility | 32.57% |
Moneyness | out-of-the-money |
Leverage | 33.5054 |
Delta | -0.2629 |
Gamma | 11.7490 |
Theta | -0.0011 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'192.50 |
Givaudan | 4'295.00 |
Nestlé SA | 89.58 |
SONOVA HLDG N | 269.20 |
ABB Ltd | 48.54 |
Name | Price |
---|---|
Swiss Re | 108.50 |
ZURICH INSURANCE | 483.00 |
ROCHE GS | 284.90 |
UBS | 26.67 |
KUEHNE & NAGEL | 272.50 |