Last price paid | 0.47 | |
Change | -2.08% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 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 | -13.89% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 1.14 |
Premium | 0.45% |
Premium p.a. | 0.29% |
Leverage | 1.80 |
Implied volatility | 0.97 |
ISIN | CH1338508976 |
Symbol | GBP1DZ |
Security | 133850897 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.10 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 07.06.2024 |
Premium | 44.77% |
Premium p.a. | 28.90% |
Leverage | 2.47 |
Implied volatility | 96.74% |
Moneyness | out-of-the-money |
Leverage | 1.8013 |
Delta | -0.6336 |
Gamma | 0.1202 |
Theta | -0.0004 |
Rho | -0.0117 |
Vega | 0.0045 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 0.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |