Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 14.06.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -2.78% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 1.14 |
Premium | 0.16% |
Premium p.a. | 0.11% |
Leverage | 2.56 |
Implied volatility | 0.34 |
ISIN | CH1338508885 |
Symbol | GBPU1Z |
Security | 133850888 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.14 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 07.06.2024 |
Premium | 15.75% |
Premium p.a. | 11.11% |
Leverage | 6.49 |
Implied volatility | 33.66% |
Moneyness | out-of-the-money |
Leverage | 2.5561 |
Delta | 0.3466 |
Gamma | 0.4743 |
Theta | -0.0002 |
Rho | 0.0065 |
Vega | 0.0052 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 1.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |