Last price paid | 1.09 | |
Change | -6.84% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | +219.12% |
Year to date (YTD) | n.a. |
1 month | +11.22% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 2'125.79 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 17.77 |
Implied volatility | 0.13 |
ISIN | CH1305142940 |
Symbol | XAU1JZ |
Security | 130514294 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'225.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 05.03.2024 |
Premium | 0.58% |
Premium p.a. | 6.65% |
Leverage | 19.41 |
Implied volatility | 12.62% |
Moneyness | in-the-money |
Leverage | 17.7744 |
Delta | 0.9158 |
Gamma | 0.0000 |
Theta | -0.0045 |
Rho | 0.0160 |
Vega | 0.0094 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 2'345.13 |
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 |