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 | -98.11% |
Year to date (YTD) | -96.43% |
1 month | -92.11% |
3 months | -93.75% |
1 year | -96.81% |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 1.11 |
Premium | 0.03% |
Premium p.a. | 1.46% |
Leverage | 34.60 |
Implied volatility | 0.31 |
ISIN | CH1237244145 |
Symbol | GBPOIZ |
Security | 123724414 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.10 |
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 | 3.21% |
Premium p.a. | 146.26% |
Leverage | 112.61 |
Implied volatility | 31.13% |
Moneyness | out-of-the-money |
Leverage | 34.6032 |
Delta | -0.2729 |
Gamma | 12.2018 |
Theta | -0.0011 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.11 |
LOGITECH INT. | 83.36 |
Alcon AG | 80.74 |
NOVARTIS N | 93.77 |
Partners Group Ho... | 1'262.50 |
Name | Price |
---|---|
SONOVA HLDG N | 281.90 |
Lonza Group | 514.80 |
KUEHNE & NAGEL | 245.10 |
Compagnie Financi... | 143.45 |
Nestlé SA | 95.84 |