Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 1.13 |
Premium | 0.04% |
Premium p.a. | 1.65% |
Leverage | 32.41 |
Implied volatility | 0.33 |
ISIN | CH1305148301 |
Symbol | GBP3AZ |
Security | 130514830 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.16 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 22.03.2024 |
Premium | 3.62% |
Premium p.a. | 164.93% |
Leverage | 112.92 |
Implied volatility | 32.66% |
Moneyness | out-of-the-money |
Leverage | 32.4082 |
Delta | 0.2542 |
Gamma | 4.8660 |
Theta | -0.0012 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |