Last price paid | 1.53 | |
Change | -2.55% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +246.59% |
Year to date (YTD) | +84.34% |
1 month | +50.00% |
3 months | +35.40% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 52.75 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 4.38 |
Implied volatility | 0.27 |
ISIN | CH1268390163 |
Symbol | GF04EZ |
Security | 126839016 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Georg Fischer N, CH1169151003 |
Underlying ISIN | CH1169151003 |
Strike | 56.00 |
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 | 0.78% |
Premium p.a. | 2.33% |
Leverage | 4.64 |
Implied volatility | 26.95% |
Moneyness | in-the-money |
Leverage | 4.3846 |
Delta | 0.9458 |
Gamma | 0.0010 |
Theta | -0.0007 |
Rho | 0.0173 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 71.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |