Last price paid | 0.88 | |
Change | -5.38% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +128.38% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +282.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 144.40 |
Premium | 0.04% |
Premium p.a. | 0.12% |
Leverage | 6.95 |
Implied volatility | 0.26 |
ISIN | CH1305134962 |
Symbol | GOOTXZ |
Security | 130513496 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 31.01.2024 |
Premium | 4.10% |
Premium p.a. | 12.28% |
Leverage | 9.50 |
Implied volatility | 26.02% |
Moneyness | in-the-money |
Leverage | 6.9478 |
Delta | 0.7315 |
Gamma | 0.0007 |
Theta | -0.0023 |
Rho | 0.0168 |
Vega | 0.0152 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 183.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.45 |
Givaudan | 4'265.00 |
ABB Ltd | 49.77 |
SONOVA HLDG N | 290.70 |
ROCHE GS | 229.50 |
Name | Price |
---|---|
Lonza Group | 504.80 |
Sika AG | 281.90 |
ZURICH INSURANCE | 468.00 |
NOVARTIS N | 91.23 |
KUEHNE & NAGEL | 249.30 |