Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 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 | -94.87% |
Year to date (YTD) | -77.27% |
1 month | n.a. |
3 months | -77.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 52.75 |
Premium | 0.28% |
Premium p.a. | 2.43% |
Leverage | 12.34 |
Implied volatility | 0.56 |
ISIN | CH1268390197 |
Symbol | GF077Z |
Security | 126839019 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 27.98% |
Premium p.a. | 243.18% |
Leverage | 345.75 |
Implied volatility | 56.23% |
Moneyness | out-of-the-money |
Leverage | 12.3395 |
Delta | -0.0357 |
Gamma | 0.0006 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 49.80 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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