Last price paid | 0.40 | |
Change | +5.26% [ +0.02 ] | |
Last traded volume | 3'000.00 Unit | |
Cumulative volume | 3'000.00 Unit | |
Date/time | 29.05.2024 09:32 |
Fixing | 17.01.2025 |
Settlement date | 29.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +3.85% |
Year to date (YTD) | n.a. |
1 month | -9.52% |
3 months | +80.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 15.57 |
Premium | 0.10% |
Premium p.a. | 0.15% |
Leverage | 4.78 |
Implied volatility | 0.33 |
ISIN | CH1305130879 |
Symbol | GOLV2Z |
Security | 130513087 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 17.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 10.21% |
Premium p.a. | 15.33% |
Leverage | 7.86 |
Implied volatility | 33.30% |
Moneyness | in-the-money |
Leverage | 4.7847 |
Delta | 0.6091 |
Gamma | 0.0173 |
Theta | -0.0008 |
Rho | 0.0101 |
Vega | 0.0097 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 19.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.00 |
Givaudan | 4'233.00 |
ABB Ltd | 49.71 |
ZURICH INSURANCE | 469.50 |
Sika AG | 276.30 |
Name | Price |
---|---|
Lonza Group | 484.50 |
UBS | 27.97 |
Partners Group Ho... | 1'193.50 |
Alcon AG | 80.20 |
Holcim | 79.16 |