Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -56.58% |
Year to date (YTD) | n.a. |
1 month | -20.00% |
3 months | -44.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 14.77 |
Premium | 0.15% |
Premium p.a. | 0.22% |
Leverage | 5.12 |
Implied volatility | 0.34 |
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 | 14.55% |
Premium p.a. | 22.41% |
Leverage | 17.78 |
Implied volatility | 33.56% |
Moneyness | out-of-the-money |
Leverage | 5.1242 |
Delta | -0.2883 |
Gamma | 0.0175 |
Theta | -0.0005 |
Rho | -0.0052 |
Vega | 0.0080 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 14.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |