Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -92.22% |
Year to date (YTD) | -76.47% |
1 month | -52.94% |
3 months | -63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 52.75 |
Premium | 0.30% |
Premium p.a. | 0.90% |
Leverage | 9.65 |
Implied volatility | 0.40 |
ISIN | CH1268390205 |
Symbol | GF03YZ |
Security | 126839020 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Georg Fischer N, CH1169151003 |
Underlying ISIN | CH1169151003 |
Strike | 50.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 30.12% |
Premium p.a. | 90.11% |
Leverage | 203.00 |
Implied volatility | 39.64% |
Moneyness | out-of-the-money |
Leverage | 9.6509 |
Delta | -0.0475 |
Gamma | 0.0006 |
Theta | -0.0006 |
Rho | -0.0012 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 49.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'262.00 |
Compagnie Financi... | 143.80 |
ROCHE GS | 229.90 |
SWISSCOM N | 490.40 |
LOGITECH INT. | 87.08 |
Name | Price |
---|---|
Lonza Group | 502.60 |
Sika AG | 281.20 |
Partners Group Ho... | 1'214.50 |
UBS | 28.15 |
ZURICH INSURANCE | 468.20 |