Last price paid | 0.29 | |
Change | -3.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -13.64% |
Year to date (YTD) | n.a. |
1 month | -17.14% |
3 months | -49.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 18.09 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 4.32 |
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 | 11.16% |
Premium p.a. | 16.70% |
Leverage | 11.10 |
Implied volatility | 34.20% |
Moneyness | out-of-the-money |
Leverage | 4.3231 |
Delta | -0.3894 |
Gamma | 0.0177 |
Theta | -0.0006 |
Rho | -0.0078 |
Vega | 0.0098 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 15.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |