Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -90.00% |
Year to date (YTD) | -70.83% |
1 month | -68.18% |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 17.53 |
Premium | 0.09% |
Premium p.a. | 1.06% |
Leverage | 17.40 |
Implied volatility | 0.34 |
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 | 9.02% |
Premium p.a. | 106.20% |
Leverage | 90.41 |
Implied volatility | 34.10% |
Moneyness | out-of-the-money |
Leverage | 17.3977 |
Delta | -0.1924 |
Gamma | 0.0347 |
Theta | -0.0014 |
Rho | -0.0005 |
Vega | 0.0025 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 15.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |