Last price paid | 0.04 | |
Change | -11.11% [ 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 | -81.58% |
Year to date (YTD) | -80.95% |
1 month | -38.46% |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 71.05 |
Premium | 0.08% |
Premium p.a. | 0.67% |
Leverage | 31.06 |
Implied volatility | 0.19 |
ISIN | CH1281050406 |
Symbol | GALHHZ |
Security | 128105040 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 7.69% |
Premium p.a. | 66.80% |
Leverage | 202.57 |
Implied volatility | 18.89% |
Moneyness | out-of-the-money |
Leverage | 31.0613 |
Delta | 0.1533 |
Gamma | 0.0052 |
Theta | -0.0013 |
Rho | 0.0012 |
Vega | 0.0057 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 76.35 |
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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SONOVA HLDG N | 291.20 |
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