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 | 12.10.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.33% |
Year to date (YTD) | -82.35% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 1'821.71 |
Premium | 0.22% |
Premium p.a. | 11.42% |
Leverage | 25.05 |
Implied volatility | 0.81 |
ISIN | CH1281033642 |
Symbol | XAUH0Z |
Security | 128103364 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'825.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.10.2023 |
Premium | 21.90% |
Premium p.a. | 1141.73% |
Leverage | 2'084.82 |
Implied volatility | 81.13% |
Moneyness | out-of-the-money |
Leverage | 25.0521 |
Delta | -0.0120 |
Gamma | 0.0000 |
Theta | -0.0044 |
Rho | 0.0000 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'823.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |