Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 29.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -61.84% |
Year to date (YTD) | n.a. |
1 month | -26.32% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 14.77 |
Premium | 0.19% |
Premium p.a. | 0.28% |
Leverage | 5.10 |
Implied volatility | 0.35 |
ISIN | CH1305139409 |
Symbol | GOLBPZ |
Security | 130513940 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 15.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 22.02.2024 |
Premium | 18.54% |
Premium p.a. | 27.85% |
Leverage | 21.96 |
Implied volatility | 35.48% |
Moneyness | out-of-the-money |
Leverage | 5.0955 |
Delta | -0.2320 |
Gamma | 0.0133 |
Theta | -0.0005 |
Rho | -0.0048 |
Vega | 0.0079 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 14.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 487.30 |
Compagnie Financi... | 142.25 |
UBS | 28.03 |
Partners Group Ho... | 1'197.00 |
GEBERIT N | 557.40 |