Last price paid | 0.30 | |
Change | -6.25% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -14.29% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 18.09 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 4.22 |
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 | 8.94% |
Premium p.a. | 13.95% |
Leverage | 9.53 |
Implied volatility | 33.90% |
Moneyness | in-the-money |
Leverage | 4.2194 |
Delta | -0.4428 |
Gamma | 0.0202 |
Theta | -0.0005 |
Rho | -0.0078 |
Vega | 0.0094 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 15.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.80 |
Compagnie Financi... | 150.70 |
Holcim | 80.26 |
Alcon AG | 82.36 |
Swiss Re | 113.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'162.50 |
Lonza Group | 501.00 |
SWISSCOM N | 503.50 |
GEBERIT N | 551.80 |
Sika AG | 271.60 |