Last price paid | 0.07 | |
Change | -26.32% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -82.89% |
Year to date (YTD) | -58.82% |
1 month | -36.36% |
3 months | -17.65% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 65.88 |
Premium | 0.17% |
Premium p.a. | 0.28% |
Leverage | 11.88 |
Implied volatility | 0.21 |
ISIN | CH1281035159 |
Symbol | GALH3Z |
Security | 128103515 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 17.34% |
Premium p.a. | 27.88% |
Leverage | 110.46 |
Implied volatility | 20.74% |
Moneyness | out-of-the-money |
Leverage | 11.8769 |
Delta | -0.1075 |
Gamma | 0.0016 |
Theta | -0.0004 |
Rho | -0.0052 |
Vega | 0.0105 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 59.35 |
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 |