Market Closed - Swiss Exchange 08:50:00 15/05/2024 pm IST | ||
0.015 CHF | -25.00% |
6 months | -88.46% | ||
Current year | -90.00% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | GBP / CHF |
Issuer | ZKB |
GBPHOZ | |
ISIN | CH1268383192 |
Date issued | 14/08/2023 |
Strike | 1 CHF |
Maturity | 27/09/2024 (134 Days) |
Parity | 1 : 1 |
Emission price | 0.18 CHF |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | CHF |
Technical Indicators
Highest since issue | 0.2 CHF |
---|---|
Lowest since issue | 0.015 CHF |
Delta | -0.12x |
Omega | 15.87 |
Premium | 13.66x |
Gearing | 114.66x |
Moneyness | 0.8721 |
Difference Strike | -0.148 CHF |
Difference Strike % | -14.80% |
Spread | 0.01 CHF |
Spread % | 66.67% |
Theoretical value | 0.0100 |
Implied Volatility | 21.18 % |
Total Loss Probability | 84.19 % |
Intrinsic value | 0.000000 |
Present value | 0.0100 |
Break even | 0.9900 CHF |
Theta | -0x |
Vega | 0x |
Rho | -0x |
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