Last price paid | 0.20 | |
Change | -4.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +8.33% |
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 | 0.29% |
Premium p.a. | 0.18% |
Leverage | 2.88 |
Implied volatility | 0.50 |
ISIN | CH1338509016 |
Symbol | GBP5WZ |
Security | 133850901 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 30.12.2025 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.00 |
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 | 28.71% |
Premium p.a. | 17.99% |
Leverage | 5.79 |
Implied volatility | 49.85% |
Moneyness | out-of-the-money |
Leverage | 2.8812 |
Delta | -0.4406 |
Gamma | 0.2607 |
Theta | -0.0002 |
Rho | -0.0092 |
Vega | 0.0048 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 0.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |