Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -51.32% |
Year to date (YTD) | n.a. |
1 month | +12.50% |
3 months | -30.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 14.77 |
Premium | 0.14% |
Premium p.a. | 0.22% |
Leverage | 4.86 |
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 | 14.07% |
Premium p.a. | 22.23% |
Leverage | 15.76 |
Implied volatility | 34.79% |
Moneyness | out-of-the-money |
Leverage | 4.8567 |
Delta | -0.3082 |
Gamma | 0.0177 |
Theta | -0.0005 |
Rho | -0.0054 |
Vega | 0.0081 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 13.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |