Last price paid | n.a. | |
Change | -25.00% [ -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 | -93.75% |
Year to date (YTD) | -25.00% |
1 month | n.a. |
3 months | -81.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 1.11 |
Premium | 0.03% |
Premium p.a. | 1.38% |
Leverage | 35.06 |
Implied volatility | 0.29 |
ISIN | CH1237244111 |
Symbol | GBPYLZ |
Security | 123724411 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.15 |
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 | 3.02% |
Premium p.a. | 137.72% |
Leverage | 112.60 |
Implied volatility | 29.34% |
Moneyness | out-of-the-money |
Leverage | 35.0604 |
Delta | 0.2765 |
Gamma | 5.9469 |
Theta | -0.0011 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.95 |
Swiss Re | 109.55 |
LOGITECH INT. | 82.72 |
Givaudan | 4'159.00 |
NOVARTIS N | 93.29 |
Name | Price |
---|---|
SONOVA HLDG N | 292.00 |
Alcon AG | 79.92 |
Partners Group Ho... | 1'264.00 |
ABB Ltd | 47.29 |
GEBERIT N | 561.80 |