Last price paid | 1.19 | |
Change | -3.25% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 02.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +41.07% |
Year to date (YTD) | n.a. |
1 month | +2.59% |
3 months | +197.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 153.54 |
Premium | 0.08% |
Premium p.a. | 0.12% |
Leverage | 4.77 |
Implied volatility | 0.30 |
ISIN | CH1305133873 |
Symbol | GOOKLZ |
Security | 130513387 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 165.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.01.2024 |
Premium | 8.29% |
Premium p.a. | 12.35% |
Leverage | 6.80 |
Implied volatility | 29.66% |
Moneyness | in-the-money |
Leverage | 4.7665 |
Delta | 0.7013 |
Gamma | 0.0004 |
Theta | -0.0020 |
Rho | 0.0300 |
Vega | 0.0227 |
Fair value | 0.67 |
Intrinsic value | n.a. |
Break-even | 190.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'300.00 |
Swiss Re | 113.00 |
Sika AG | 285.90 |
KUEHNE & NAGEL | 251.80 |
ROCHE GS | 230.70 |
Name | Price |
---|---|
LOGITECH INT. | 86.72 |
NOVARTIS N | 91.82 |
Alcon AG | 82.12 |
Nestlé SA | 92.30 |
UBS | 28.44 |