Market Closed - Swiss Exchange 08:50:00 21/05/2024 pm IST | ||
0.015 CHF | -25.00% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | GBP / CHF |
Issuer | ZKB |
GBPG5Z | |
ISIN | CH1305128659 |
Date issued | 29/12/2023 |
Strike | 0.95 CHF |
Maturity | 31/12/2024 (213 Days) |
Parity | 1 : 1 |
Emission price | 0.11 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 0.1 CHF |
---|---|
Lowest since issue | 0.015 CHF |
Delta | -0.1x |
Omega | 13.11 |
Premium | 18.26x |
Gearing | 115x |
Moneyness | 0.8261 |
Difference Strike | -0.1994 CHF |
Difference Strike % | -20.99% |
Spread | 0.01 CHF |
Spread % | 66.67% |
Theoretical value | 0.0100 |
Implied Volatility | 21.28 % |
Total Loss Probability | 86.23 % |
Intrinsic value | 0.000000 |
Present value | 0.0100 |
Break even | 0.9400 CHF |
Theta | -0x |
Vega | 0x |
Rho | -0x |
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