Last price paid | 0.05 | |
Change | +25.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -84.29% |
Year to date (YTD) | -58.33% |
1 month | -44.44% |
3 months | -77.27% |
1 year | -84.85% |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 17.53 |
Premium | 0.04% |
Premium p.a. | 0.71% |
Leverage | 18.88 |
Implied volatility | 0.31 |
ISIN | CH1250737264 |
Symbol | GOLDBZ |
Security | 125073726 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 16.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 25.05.2023 |
Premium | 4.08% |
Premium p.a. | 70.85% |
Leverage | 53.31 |
Implied volatility | 31.38% |
Moneyness | out-of-the-money |
Leverage | 18.8754 |
Delta | -0.3541 |
Gamma | 0.0673 |
Theta | -0.0018 |
Rho | -0.0006 |
Vega | 0.0026 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 15.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |