Last price paid | n.a. | |
Change | -33.33% [ -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 | -87.50% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 1.11 |
Premium | 0.07% |
Premium p.a. | 3.40% |
Leverage | 22.84 |
Implied volatility | 0.51 |
ISIN | CH1237244129 |
Symbol | GBPYWZ |
Security | 123724412 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 22.03.2024 |
Underlying | GBP/CHF, QT0002750013 |
Underlying ISIN | QT0002750013 |
Strike | 1.20 |
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 | 7.45% |
Premium p.a. | 339.93% |
Leverage | 112.61 |
Implied volatility | 51.44% |
Moneyness | out-of-the-money |
Leverage | 22.8355 |
Delta | 0.1801 |
Gamma | 2.0756 |
Theta | -0.0016 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.15 |
Swiss Re | 109.85 |
Givaudan | 4'162.00 |
Nestlé SA | 96.32 |
ROCHE GS | 237.00 |
Name | Price |
---|---|
SONOVA HLDG N | 291.60 |
Partners Group Ho... | 1'261.00 |
Alcon AG | 80.06 |
KUEHNE & NAGEL | 248.20 |
GEBERIT N | 560.40 |