Last price paid | 0.34 | |
Change | -5.56% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -27.17% |
Year to date (YTD) | n.a. |
1 month | -27.66% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 71.03 |
Premium | 0.06% |
Premium p.a. | 0.12% |
Leverage | 8.69 |
Implied volatility | 0.20 |
ISIN | CH1338503118 |
Symbol | GAL1GZ |
Security | 133850311 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 72.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.05.2024 |
Premium | 6.47% |
Premium p.a. | 11.75% |
Leverage | 21.91 |
Implied volatility | 20.01% |
Moneyness | out-of-the-money |
Leverage | 8.6919 |
Delta | -0.3967 |
Gamma | 0.0035 |
Theta | -0.0009 |
Rho | -0.0179 |
Vega | 0.0210 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 68.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ZURICH INSURANCE | 483.00 |
NOVARTIS N | 93.78 |
Holcim | 81.42 |
KUEHNE & NAGEL | 260.50 |
Swiss Life Hldg | 651.20 |
Name | Price |
---|---|
Givaudan | 4'266.00 |
LOGITECH INT. | 86.80 |
GEBERIT N | 540.80 |
ABB Ltd | 50.88 |
Partners Group Ho... | 1'152.50 |