Last price paid | 0.33 | |
Change | -17.50% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +28.33% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 25.29 |
Premium | 0.04% |
Premium p.a. | 0.15% |
Leverage | 6.20 |
Implied volatility | 0.32 |
ISIN | CH1305153541 |
Symbol | GLE3BZ |
Security | 130515354 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Societe Generale, FR0000130809 |
Underlying ISIN | FR0000130809 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 24.04.2024 |
Premium | 4.46% |
Premium p.a. | 15.35% |
Leverage | 11.56 |
Implied volatility | 32.04% |
Moneyness | in-the-money |
Leverage | 6.2004 |
Delta | -0.5362 |
Gamma | 0.0207 |
Theta | -0.0012 |
Rho | -0.0081 |
Vega | 0.0095 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 22.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 244.60 |
SWISSCOM N | 494.20 |
LOGITECH INT. | 91.02 |
Alcon AG | 82.04 |
KUEHNE & NAGEL | 259.30 |
Name | Price |
---|---|
Sika AG | 261.70 |
UBS | 27.38 |
GEBERIT N | 545.40 |
ABB Ltd | 50.76 |
Partners Group Ho... | 1'171.50 |