Last price paid | 0.14 | |
Change | +27.27% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 24.09.2024 |
Settlement date | 04.04.2024 |
Last trading | 24.09.2024 |
Final fixing | 24.09.2024 |
Currency redemption | CHF |
Perf. since issue | -69.79% |
Year to date (YTD) | n.a. |
1 month | -39.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 2'183.78 |
Premium | 0.08% |
Premium p.a. | 0.22% |
Leverage | 20.90 |
Implied volatility | 0.15 |
ISIN | CH1305149283 |
Symbol | XAUP5Z |
Security | 130514928 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 01.10.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'175.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 7.77% |
Premium p.a. | 21.65% |
Leverage | 147.59 |
Implied volatility | 15.09% |
Moneyness | out-of-the-money |
Leverage | 20.8952 |
Delta | -0.1416 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0114 |
Vega | 0.0286 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 2'159.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |