Last price paid | 0.61 | |
Change | +5.17% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -26.79% |
Year to date (YTD) | n.a. |
1 month | -62.58% |
3 months | -45.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.84 |
Underlying price on issue | 153.54 |
Premium | 0.11% |
Premium p.a. | 0.22% |
Leverage | 6.28 |
Implied volatility | 0.31 |
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 | 10.53% |
Premium p.a. | 22.21% |
Leverage | 11.41 |
Implied volatility | 31.24% |
Moneyness | out-of-the-money |
Leverage | 6.2783 |
Delta | 0.5504 |
Gamma | 0.0007 |
Theta | -0.0021 |
Rho | 0.0154 |
Vega | 0.0191 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 179.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |