Last price paid | 0.065 | |
Change | -13.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -80.30% |
Year to date (YTD) | n.a. |
1 month | -31.58% |
3 months | -79.03% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 18.09 |
Premium | 0.21% |
Premium p.a. | 0.63% |
Leverage | 7.64 |
Implied volatility | 0.40 |
ISIN | CH1305128972 |
Symbol | GOLLTZ |
Security | 130512897 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 17.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 29.12.2023 |
Premium | 20.93% |
Premium p.a. | 62.60% |
Leverage | 54.38 |
Implied volatility | 39.92% |
Moneyness | out-of-the-money |
Leverage | 7.6361 |
Delta | -0.1404 |
Gamma | 0.0109 |
Theta | -0.0007 |
Rho | -0.0016 |
Vega | 0.0045 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 16.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.55 |
SONOVA HLDG N | 303.50 |
Alcon AG | 84.34 |
ROCHE GS | 272.40 |
UBS | 26.34 |
Name | Price |
---|---|
Holcim | 83.52 |
ABB Ltd | 49.59 |
Givaudan | 4'586.00 |
Lonza Group | 538.00 |
LOGITECH INT. | 74.50 |