Last price paid | 0.93 | |
Change | -4.12% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 27.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +180.30% |
Year to date (YTD) | +158.33% |
1 month | +1.09% |
3 months | +210.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 133.78 |
Premium | 0.11% |
Premium p.a. | 0.16% |
Leverage | 5.34 |
Implied volatility | 0.29 |
ISIN | CH1305126463 |
Symbol | GOOV4Z |
Security | 130512646 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 175.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 18.12.2023 |
Premium | 10.73% |
Premium p.a. | 15.99% |
Leverage | 8.71 |
Implied volatility | 29.24% |
Moneyness | in-the-money |
Leverage | 5.3415 |
Delta | 0.6135 |
Gamma | 0.0005 |
Theta | -0.0020 |
Rho | 0.0270 |
Vega | 0.0251 |
Fair value | 0.86 |
Intrinsic value | n.a. |
Break-even | 195.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |