Last price paid | 0.32 | |
Change | +14.29% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -26.14% |
Year to date (YTD) | -30.43% |
1 month | +3.23% |
3 months | -57.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 69.30 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 11.73 |
Implied volatility | 0.19 |
ISIN | CH1268390320 |
Symbol | GALX6Z |
Security | 126839032 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Galenica N, CH0360674466 |
Underlying ISIN | CH0360674466 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 4.80% |
Premium p.a. | 13.92% |
Leverage | 22.09 |
Implied volatility | 18.81% |
Moneyness | out-of-the-money |
Leverage | 11.7270 |
Delta | 0.5308 |
Gamma | 0.0050 |
Theta | -0.0014 |
Rho | 0.0120 |
Vega | 0.0168 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 75.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |