Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.33% |
Year to date (YTD) | n.a. |
1 month | -72.73% |
3 months | -96.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 144.42 |
Premium | 0.10% |
Premium p.a. | 1.32% |
Leverage | 23.37 |
Implied volatility | 0.31 |
ISIN | CH1305134988 |
Symbol | GOO11Z |
Security | 130513498 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 155.00 |
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 | 10.14% |
Premium p.a. | 132.13% |
Leverage | 221.40 |
Implied volatility | 31.27% |
Moneyness | out-of-the-money |
Leverage | 23.3659 |
Delta | -0.1055 |
Gamma | 0.0007 |
Theta | -0.0021 |
Rho | -0.0006 |
Vega | 0.0039 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 154.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |