Last price paid | 0.35 | |
Change | +16.67% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +115.63% |
Year to date (YTD) | n.a. |
1 month | +133.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.29 |
Premium | 0.01% |
Premium p.a. | 0.18% |
Leverage | 12.00 |
Implied volatility | 0.28 |
ISIN | CH1305153350 |
Symbol | GLEX5Z |
Security | 130515335 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Societe Generale, FR0000130809 |
Underlying ISIN | FR0000130809 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 24.04.2024 |
Premium | 1.35% |
Premium p.a. | 17.62% |
Leverage | 15.56 |
Implied volatility | 28.15% |
Moneyness | in-the-money |
Leverage | 11.9996 |
Delta | 0.7711 |
Gamma | 0.0289 |
Theta | -0.0027 |
Rho | 0.0029 |
Vega | 0.0045 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 27.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |