Last price paid | 0.15 | |
Change | +50.00% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -67.71% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.48 |
Underlying price on issue | 2'183.78 |
Premium | 0.07% |
Premium p.a. | 0.21% |
Leverage | 22.12 |
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 | 6.52% |
Premium p.a. | 20.53% |
Leverage | 133.38 |
Implied volatility | 14.61% |
Moneyness | out-of-the-money |
Leverage | 22.1169 |
Delta | -0.1658 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | -0.0113 |
Vega | 0.0289 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 2'157.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |