Last price paid | 0.16 | |
Change | +23.08% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -55.41% |
Year to date (YTD) | -58.97% |
1 month | -11.11% |
3 months | -77.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 69.30 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 23.71 |
Implied volatility | 0.17 |
ISIN | CH1268390312 |
Symbol | GALG2Z |
Security | 126839031 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 2.01% |
Premium p.a. | 20.94% |
Leverage | 43.76 |
Implied volatility | 16.81% |
Moneyness | in-the-money |
Leverage | 23.7054 |
Delta | 0.5418 |
Gamma | 0.0105 |
Theta | -0.0023 |
Rho | 0.0036 |
Vega | 0.0089 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 73.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |