Last price paid | 0.29 | |
Change | -3.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +96.88% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.29 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 12.51 |
Implied volatility | 0.27 |
ISIN | CH1305153350 |
Symbol | GLEX5Z |
Security | 130515335 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Societe Generale, FR0000130809 |
Underlying ISIN | FR0000130809 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 24.04.2024 |
Premium | 1.65% |
Premium p.a. | 19.38% |
Leverage | 17.05 |
Implied volatility | 27.16% |
Moneyness | in-the-money |
Leverage | 12.5071 |
Delta | 0.7335 |
Gamma | 0.0309 |
Theta | -0.0026 |
Rho | 0.0031 |
Vega | 0.0051 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 27.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'264.00 |
Compagnie Financi... | 143.95 |
ROCHE GS | 229.90 |
SWISSCOM N | 490.60 |
LOGITECH INT. | 87.14 |
Name | Price |
---|---|
Lonza Group | 503.60 |
Sika AG | 281.50 |
Partners Group Ho... | 1'216.00 |
UBS | 28.18 |
ZURICH INSURANCE | 468.60 |