Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.03.2024 |
Settlement date | 12.05.2023 |
Last trading | 25.03.2024 |
Final fixing | 25.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.56% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -71.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 2'035.56 |
Premium | 0.17% |
Premium p.a. | 6.96% |
Leverage | 30.07 |
Implied volatility | 0.58 |
ISIN | CH1250728172 |
Symbol | XAUICZ |
Security | 125072817 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'800.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.05.2023 |
Premium | 17.15% |
Premium p.a. | 695.62% |
Leverage | 1'772.28 |
Implied volatility | 57.82% |
Moneyness | out-of-the-money |
Leverage | 30.0691 |
Delta | -0.0170 |
Gamma | 0.0000 |
Theta | -0.0018 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'798.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |