Last price paid | n.a. | |
Change | 0.00% [ 0.00 ] | |
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 | -97.88% |
Year to date (YTD) | -75.00% |
1 month | -50.00% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 2'035.56 |
Premium | 0.13% |
Premium p.a. | 5.08% |
Leverage | 39.44 |
Implied volatility | 0.43 |
ISIN | CH1250728164 |
Symbol | XAUVPZ |
Security | 125072816 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'900.00 |
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 | 12.54% |
Premium p.a. | 508.38% |
Leverage | 1'771.81 |
Implied volatility | 43.25% |
Moneyness | out-of-the-money |
Leverage | 39.4439 |
Delta | -0.0223 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'898.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.60 |
LOGITECH INT. | 87.84 |
ABB Ltd | 48.94 |
Givaudan | 4'240.00 |
Compagnie Financi... | 142.40 |
Name | Price |
---|---|
Nestlé SA | 93.36 |
KUEHNE & NAGEL | 243.60 |
SWISSCOM N | 493.80 |
NOVARTIS N | 92.63 |
Partners Group Ho... | 1'256.00 |