Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | n.a. |
1 month | -94.83% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 2'184.04 |
Premium | 0.02% |
Premium p.a. | 0.91% |
Leverage | 238.28 |
Implied volatility | 0.08 |
ISIN | CH1305149341 |
Symbol | XAUX3Z |
Security | 130514934 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'375.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 1.75% |
Premium p.a. | 91.10% |
Leverage | 2'085.00 |
Implied volatility | 8.43% |
Moneyness | out-of-the-money |
Leverage | 238.2818 |
Delta | 0.1143 |
Gamma | 0.0001 |
Theta | -0.0029 |
Rho | 0.0004 |
Vega | 0.0046 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'376.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'372.00 |
SWISSCOM N | 515.50 |
Lonza Group | 504.60 |
LOGITECH INT. | 85.02 |
ROCHE GS | 244.60 |
Name | Price |
---|---|
Holcim | 81.08 |
UBS | 27.11 |
SONOVA HLDG N | 272.40 |
Alcon AG | 80.12 |
GEBERIT N | 536.20 |