Last price paid | 0.34 | |
Change | -15.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 07.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -59.64% |
Year to date (YTD) | n.a. |
1 month | +142.86% |
3 months | +9.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.83 |
Underlying price on issue | 144.40 |
Premium | 0.13% |
Premium p.a. | 0.27% |
Leverage | 6.10 |
Implied volatility | 0.34 |
ISIN | CH1305135209 |
Symbol | GOOI5Z |
Security | 130513520 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 12.75% |
Premium p.a. | 26.91% |
Leverage | 21.05 |
Implied volatility | 33.74% |
Moneyness | out-of-the-money |
Leverage | 6.1004 |
Delta | -0.2898 |
Gamma | 0.0005 |
Theta | -0.0014 |
Rho | -0.0090 |
Vega | 0.0165 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 142.25 |
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 |