Last price paid | n.a. | |
Change | +18.18% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 15.03.2024 |
Settlement date | 28.02.2023 |
Last trading | 15.03.2024 |
Final fixing | 15.03.2024 |
Currency redemption | CHF |
Perf. since issue | -70.83% |
Year to date (YTD) | +116.67% |
1 month | +18.18% |
3 months | -13.33% |
1 year | -74.00% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 1.11 |
Premium | 0.06% |
Premium p.a. | 2.59% |
Leverage | 7.63 |
Implied volatility | 1.01 |
ISIN | CH1237244103 |
Symbol | GBPVSZ |
Security | 123724410 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.12 |
C/P type | call |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 5.67% |
Premium p.a. | 258.85% |
Leverage | 16.09 |
Implied volatility | 100.99% |
Moneyness | in-the-money |
Leverage | 7.6262 |
Delta | 0.4210 |
Gamma | 2.2831 |
Theta | -0.0042 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 1.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.91 |
LOGITECH INT. | 83.08 |
Sika AG | 283.70 |
Alcon AG | 80.50 |
Partners Group Ho... | 1'264.00 |
Name | Price |
---|---|
SONOVA HLDG N | 281.90 |
Lonza Group | 521.80 |
Nestlé SA | 95.62 |
Swiss Re | 109.20 |
UBS | 27.34 |