Last price paid | 0.015 | |
Change | -76.92% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.08.2025 17:20 |
Initial fixing date | 24.09.2024 |
Settlement date | 01.10.2024 |
Last trading | 19.09.2025 |
Final fixing | 19.09.2025 |
Currency redemption | CHF |
Perf. since issue | -95.45% |
Year to date (YTD) | -87.50% |
1 month | -90.63% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 46.13 |
Premium | 0.24% |
Premium p.a. | 2.41% |
Leverage | 21.00 |
Implied volatility | 0.38 |
ISIN | CH1371027686 |
Symbol | BSLGIZ |
Security | 137102768 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
Underlying | Basilea Pharmaceu N, CH0011432447 |
Underlying ISIN | CH0011432447 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 24.09.2024 |
Premium | 24.43% |
Premium p.a. | 241.00% |
Leverage | 483.00 |
Implied volatility | 38.39% |
Moneyness | out-of-the-money |
Leverage | 21.0038 |
Delta | 0.0435 |
Gamma | 0.0016 |
Theta | -0.0007 |
Rho | 0.0002 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 76.14 |
Givaudan | 3'460.00 |
Lonza Group | 572.20 |
NOVARTIS N | 102.36 |
Swiss Re | 149.00 |
Name | Price |
---|---|
Alcon AG | 65.56 |
HOLCIMNPV | 39.60 |
GEBERIT N | 613.20 |
ABB Ltd | 53.60 |
LOGITECH INT. | 80.00 |