Last price paid | n.a. | |
Change | -50.00% [ -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 | -98.92% |
Year to date (YTD) | -91.67% |
1 month | n.a. |
3 months | -90.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 2'035.62 |
Premium | 0.01% |
Premium p.a. | 0.57% |
Leverage | 269.50 |
Implied volatility | 0.06 |
ISIN | CH1250728099 |
Symbol | XAURWZ |
Security | 125072809 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'200.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.05.2023 |
Premium | 1.40% |
Premium p.a. | 56.64% |
Leverage | 1'771.81 |
Implied volatility | 6.35% |
Moneyness | out-of-the-money |
Leverage | 269.4978 |
Delta | 0.1521 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0003 |
Vega | 0.0030 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'201.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |