Last price paid | 0.15 | |
Change | +15.38% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -40.38% |
Year to date (YTD) | -46.43% |
1 month | -6.25% |
3 months | -68.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 71.05 |
Premium | 0.07% |
Premium p.a. | 0.21% |
Leverage | 15.87 |
Implied volatility | 0.17 |
ISIN | CH1281050430 |
Symbol | GALHJZ |
Security | 128105043 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 7.41% |
Premium p.a. | 21.47% |
Leverage | 46.58 |
Implied volatility | 17.00% |
Moneyness | out-of-the-money |
Leverage | 15.8715 |
Delta | 0.3407 |
Gamma | 0.0051 |
Theta | -0.0011 |
Rho | 0.0080 |
Vega | 0.0155 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 77.55 |
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 |