Last price paid | 0.21 | |
Change | +16.67% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -25.86% |
Year to date (YTD) | n.a. |
1 month | +12.50% |
3 months | -35.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 74.03 |
Premium | 0.09% |
Premium p.a. | 0.19% |
Leverage | 12.43 |
Implied volatility | 0.18 |
ISIN | CH1305145752 |
Symbol | GALLRZ |
Security | 130514575 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.03.2024 |
Premium | 9.24% |
Premium p.a. | 18.53% |
Leverage | 34.98 |
Implied volatility | 18.02% |
Moneyness | out-of-the-money |
Leverage | 12.4324 |
Delta | 0.3554 |
Gamma | 0.0039 |
Theta | -0.0011 |
Rho | 0.0123 |
Vega | 0.0198 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 82.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |