Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 21.06.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -58.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 21.85 |
Premium | 0.19% |
Premium p.a. | 0.45% |
Leverage | 7.38 |
Implied volatility | 0.35 |
ISIN | CH1338510220 |
Symbol | GLEIMZ |
Security | 133851022 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Societe Generale, FR0000130809 |
Underlying ISIN | FR0000130809 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 14.06.2024 |
Premium | 18.68% |
Premium p.a. | 45.14% |
Leverage | 44.06 |
Implied volatility | 35.50% |
Moneyness | out-of-the-money |
Leverage | 7.3791 |
Delta | -0.1675 |
Gamma | 0.0315 |
Theta | -0.0008 |
Rho | -0.0044 |
Vega | 0.0075 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 19.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.50 |
NOVARTIS N | 96.04 |
Givaudan | 4'311.00 |
Swiss Life Hldg | 679.00 |
GEBERIT N | 565.80 |
Name | Price |
---|---|
Swiss Re | 105.95 |
ZURICH INSURANCE | 473.70 |
Holcim | 83.64 |
ROCHE GS | 279.80 |
Partners Group Ho... | 1'205.50 |