Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 2'000.00 Unit | |
Date/time | 22.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.78% |
Year to date (YTD) | -77.08% |
1 month | -31.25% |
3 months | -85.90% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 71.43 |
Premium | 0.04% |
Premium p.a. | 0.42% |
Leverage | 35.27 |
Implied volatility | 0.15 |
ISIN | CH1268375008 |
Symbol | GAL5OZ |
Security | 126837500 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 75.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 21.06.2023 |
Premium | 4.06% |
Premium p.a. | 42.38% |
Leverage | 132.00 |
Implied volatility | 15.49% |
Moneyness | out-of-the-money |
Leverage | 35.2741 |
Delta | 0.2672 |
Gamma | 0.0094 |
Theta | -0.0017 |
Rho | 0.0018 |
Vega | 0.0074 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 75.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Lonza Group | 515.00 |
UBS | 28.10 |
Compagnie Financi... | 142.90 |
Holcim | 79.80 |
Name | Price |
---|---|
NOVARTIS N | 91.71 |
Alcon AG | 81.82 |
SONOVA HLDG N | 295.00 |
Givaudan | 4'210.00 |
ZURICH INSURANCE | 468.60 |