Last price paid | 0.34 | |
Change | +13.33% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +4.55% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -24.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 18.09 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 4.06 |
Implied volatility | 0.34 |
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 | 7.89% |
Premium p.a. | 12.31% |
Leverage | 8.50 |
Implied volatility | 33.81% |
Moneyness | in-the-money |
Leverage | 4.0606 |
Delta | -0.4779 |
Gamma | 0.0211 |
Theta | -0.0005 |
Rho | -0.0081 |
Vega | 0.0092 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 15.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |