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 | -96.77% |
Year to date (YTD) | -87.50% |
1 month | -72.73% |
3 months | -85.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 1.11 |
Premium | 0.08% |
Premium p.a. | 3.49% |
Leverage | 22.28 |
Implied volatility | 0.56 |
ISIN | CH1237244152 |
Symbol | GBPUAZ |
Security | 123724415 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.05 |
C/P type | put |
Subscription ratio | 0.10 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 0.1 |
Value day | 21.02.2023 |
Premium | 7.64% |
Premium p.a. | 348.51% |
Leverage | 112.60 |
Implied volatility | 55.93% |
Moneyness | out-of-the-money |
Leverage | 22.2834 |
Delta | -0.1758 |
Gamma | 7.2542 |
Theta | -0.0016 |
Rho | -0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.42 |
ABB Ltd | 47.88 |
Sika AG | 282.80 |
Partners Group Ho... | 1'262.00 |
Alcon AG | 80.30 |
Name | Price |
---|---|
SONOVA HLDG N | 280.30 |
Lonza Group | 517.80 |
Nestlé SA | 95.54 |
SWISSCOM N | 499.00 |
ROCHE GS | 235.30 |