Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.44% |
Year to date (YTD) | -89.58% |
1 month | -68.75% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 58.23 |
Premium | 0.21% |
Premium p.a. | 2.48% |
Leverage | 15.99 |
Implied volatility | 0.50 |
ISIN | CH1281048681 |
Symbol | GF0MSZ |
Security | 128104868 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Georg Fischer N, CH1169151003 |
Underlying ISIN | CH1169151003 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 21.07% |
Premium p.a. | 248.14% |
Leverage | 353.50 |
Implied volatility | 49.57% |
Moneyness | out-of-the-money |
Leverage | 15.9939 |
Delta | -0.0452 |
Gamma | 0.0009 |
Theta | -0.0015 |
Rho | -0.0003 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 55.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.80 |
LOGITECH INT. | 86.76 |
SONOVA HLDG N | 287.60 |
SWISSCOM N | 490.60 |
ZURICH INSURANCE | 467.50 |
Name | Price |
---|---|
UBS | 27.98 |
Lonza Group | 489.90 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 626.00 |
KUEHNE & NAGEL | 249.40 |