Last price paid | 0.27 | |
Change | -10.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
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 | +15.22% |
Year to date (YTD) | +58.82% |
1 month | 0.00% |
3 months | +575.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'955.69 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 27.40 |
Implied volatility | 0.12 |
ISIN | CH1268378341 |
Symbol | XAUZHZ |
Security | 126837834 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'300.00 |
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 | 1.20% |
Premium p.a. | 13.70% |
Leverage | 39.71 |
Implied volatility | 12.50% |
Moneyness | in-the-money |
Leverage | 27.4014 |
Delta | 0.6900 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0062 |
Vega | 0.0109 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 2'358.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |