Last price paid | n.a. | |
Change | -22.45% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.06.2024 |
Settlement date | 24.07.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | +42.59% |
Year to date (YTD) | +80.95% |
1 month | -56.82% |
3 months | +123.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 1'955.69 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 26.77 |
Implied volatility | 0.11 |
ISIN | CH1268378333 |
Symbol | XAU32Z |
Security | 126837833 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'250.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 17.07.2023 |
Premium | 0.11% |
Premium p.a. | 5.53% |
Leverage | 27.07 |
Implied volatility | 11.12% |
Moneyness | in-the-money |
Leverage | 26.7726 |
Delta | 0.9892 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | 0.0019 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'336.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.25 |
SONOVA HLDG N | 303.20 |
Alcon AG | 84.52 |
Sika AG | 281.60 |
ROCHE GS | 272.40 |
Name | Price |
---|---|
Holcim | 83.46 |
ABB Ltd | 49.38 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.00 |
Swiss Life Hldg | 711.20 |