Last price paid | 0.59 | |
Change | +5.36% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +296.67% |
Year to date (YTD) | +103.45% |
1 month | +210.53% |
3 months | +110.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 52.75 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 9.44 |
Implied volatility | 0.28 |
ISIN | CH1268390148 |
Symbol | GF0O0Z |
Security | 126839014 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Georg Fischer N, CH1169151003 |
Underlying ISIN | CH1169151003 |
Strike | 64.00 |
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 | 1.16% |
Premium p.a. | 10.05% |
Leverage | 11.62 |
Implied volatility | 27.65% |
Moneyness | in-the-money |
Leverage | 9.4445 |
Delta | 0.8126 |
Gamma | 0.0041 |
Theta | -0.0023 |
Rho | 0.0058 |
Vega | 0.0063 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 69.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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