Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
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 | -97.06% |
Year to date (YTD) | -87.50% |
1 month | -25.00% |
3 months | -85.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 1'955.69 |
Premium | 0.17% |
Premium p.a. | 8.65% |
Leverage | 26.98 |
Implied volatility | 0.69 |
ISIN | CH1268378390 |
Symbol | XAUTCZ |
Security | 126837839 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'950.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 17.07.2023 |
Premium | 16.59% |
Premium p.a. | 865.11% |
Leverage | 1'042.41 |
Implied volatility | 68.87% |
Moneyness | out-of-the-money |
Leverage | 26.9801 |
Delta | -0.0259 |
Gamma | 0.0000 |
Theta | -0.0038 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'947.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |