Last price paid | 0.92 | |
Change | -7.07% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +169.12% |
Year to date (YTD) | n.a. |
1 month | -47.73% |
3 months | +142.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 2'125.79 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 20.03 |
Implied volatility | 0.18 |
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 | 0.41% |
Premium p.a. | 10.03% |
Leverage | 22.59 |
Implied volatility | 17.68% |
Moneyness | in-the-money |
Leverage | 20.0258 |
Delta | 0.8866 |
Gamma | 0.0000 |
Theta | -0.0073 |
Rho | 0.0072 |
Vega | 0.0079 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 2'327.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |