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 | 09.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.14% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 2'261.96 |
Premium | 0.05% |
Premium p.a. | 2.49% |
Leverage | 91.93 |
Implied volatility | 0.21 |
ISIN | CH1305149879 |
Symbol | XAUK3Z |
Security | 130514987 |
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 | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.04.2024 |
Premium | 4.77% |
Premium p.a. | 248.56% |
Leverage | 2'084.82 |
Implied volatility | 20.67% |
Moneyness | out-of-the-money |
Leverage | 91.9280 |
Delta | -0.0441 |
Gamma | 0.0000 |
Theta | -0.0034 |
Rho | -0.0002 |
Vega | 0.0025 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'223.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.50 |
Compagnie Financi... | 132.65 |
Sika AG | 281.60 |
ROCHE GS | 272.70 |
Partners Group Ho... | 1'267.00 |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Holcim | 84.10 |
Lonza Group | 536.80 |
LOGITECH INT. | 74.44 |
SWISSCOM N | 554.00 |