ZKB/PUT/GBP/CHF/1.06/1/27.09.24 | Market Closed - Swiss Exchange 11:20:00 2024-05-22 EDT | ||
| 0.025 CHF | -16.67% |
|
| Current month | -54.55% | ||
| 1 month | -70.59% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
GBP / CHF
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | GBP / CHF |
| Issuer | ZKB |
| GBPSPZ | |
| ISIN | CH1268383200 |
| Date issued | 2023-08-14 |
| Strike | 1.06 CHF |
| Maturity | 2024-09-27 (119 Days) |
| Parity | 1 : 1 |
| Emission price | 0.37 CHF |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.42 CHF |
|---|---|
| Lowest since issue | 0.025 CHF |
| Delta | -0.24x |
| Omega | 12.67 |
| Premium | 10x |
| Gearing | 46x |
| Moneyness | 0.9218 |
| Difference Strike | -0.0894 CHF |
| Difference Strike % | -8.44% |
| Spread | 0.01 CHF |
| Spread % | 33.33% |
| Theoretical value | 0.0250 |
| Implied Volatility | 23.72 % |
| Total Loss Probability | 70.33 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0250 |
| Break even | 1.035 CHF |
| Theta | -0x |
| Vega | 0x |
| Rho | -0x |
- Stock Market
- Warrants
- GBPSPZ Warrant
