Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -95.65% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | n.a. |
1 year | -91.18% |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 17.53 |
Premium | 0.48% |
Premium p.a. | 9.70% |
Leverage | 12.51 |
Implied volatility | 0.95 |
ISIN | CH1250737348 |
Symbol | GOL80Z |
Security | 125073734 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 24.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 25.05.2023 |
Premium | 47.85% |
Premium p.a. | 970.36% |
Leverage | 291.72 |
Implied volatility | 95.26% |
Moneyness | out-of-the-money |
Leverage | 12.5089 |
Delta | 0.0429 |
Gamma | 0.0059 |
Theta | -0.0015 |
Rho | 0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 24.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'347.00 |
Holcim | 80.22 |
Lonza Group | 499.30 |
Sika AG | 270.20 |
GEBERIT N | 549.20 |
Name | Price |
---|---|
Nestlé SA | 95.18 |
UBS | 27.90 |
Swiss Re | 111.80 |
Compagnie Financi... | 147.85 |
ROCHE GS | 239.40 |