Last price paid | 0.31 | |
Change | -8.82% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +90.63% |
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 | 0.01% |
Premium p.a. | 0.10% |
Leverage | 11.61 |
Implied volatility | 0.32 |
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 | 1.14% |
Premium p.a. | 9.91% |
Leverage | 17.62 |
Implied volatility | 32.47% |
Moneyness | in-the-money |
Leverage | 11.6123 |
Delta | 0.6590 |
Gamma | 0.0361 |
Theta | -0.0012 |
Rho | 0.0018 |
Vega | 0.0060 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 27.55 |
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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