Last price paid | 0.60 | |
Change | +1.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +89.06% |
Year to date (YTD) | n.a. |
1 month | +50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 147.97 |
Premium | 0.21% |
Premium p.a. | 0.24% |
Leverage | 5.77 |
Implied volatility | 0.29 |
ISIN | CH1305147055 |
Symbol | GOORUZ |
Security | 130514705 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 20.67% |
Premium p.a. | 23.95% |
Leverage | 13.27 |
Implied volatility | 29.23% |
Moneyness | out-of-the-money |
Leverage | 5.7723 |
Delta | 0.4351 |
Gamma | 0.0004 |
Theta | -0.0017 |
Rho | 0.0249 |
Vega | 0.0292 |
Fair value | 0.61 |
Intrinsic value | n.a. |
Break-even | 213.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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