Market Closed - Swiss Exchange 08:50:00 18/06/2024 pm IST | ||
0.055 CHF | -15.38% |
|
Current month | -31.25% | ||
1 month | -26.67% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | GBP / CHF |
Issuer | ZKB |
GBPUHZ | |
ISIN | CH1305148293 |
Date issued | 22/03/2024 |
Strike | 1.18 CHF |
Maturity | 31/12/2024 (185 Days) |
Parity | 1 : 1 |
Emission price | 0.06 CHF |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | CHF |
Technical Indicators
Highest since issue | 0.11 CHF |
---|---|
Lowest since issue | 0.055 CHF |
Delta | 0.34x |
Omega | 7.887 |
Premium | 8.7x |
Gearing | 20.66x |
Moneyness | 0.9628 |
Difference Strike | 0.0442 CHF |
Difference Strike % | +3.75% |
Spread | 0.01 CHF |
Spread % | 16.67% |
Theoretical value | 0.0550 |
Implied Volatility | 22.87 % |
Total Loss Probability | 62.31 % |
Intrinsic value | 0.000000 |
Present value | 0.0550 |
Break even | 1.235 CHF |
Theta | -0x |
Vega | 0x |
Rho | 0x |
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