Last price paid | 0.02 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
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 | -98.25% |
Year to date (YTD) | n.a. |
1 month | -73.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 2'261.99 |
Premium | 0.02% |
Premium p.a. | 1.03% |
Leverage | 168.39 |
Implied volatility | 0.11 |
ISIN | CH1305149952 |
Symbol | XAU10Z |
Security | 130514995 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'275.00 |
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 | 2.26% |
Premium p.a. | 103.14% |
Leverage | 2'077.26 |
Implied volatility | 10.76% |
Moneyness | out-of-the-money |
Leverage | 168.3870 |
Delta | -0.0811 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | -0.0003 |
Vega | 0.0040 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'273.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.12 |
Alcon AG | 80.56 |
GEBERIT N | 544.80 |
Nestlé SA | 94.88 |
Partners Group Ho... | 1'168.00 |
Name | Price |
---|---|
Swiss Life Hldg | 653.40 |
Swiss Re | 112.60 |
SONOVA HLDG N | 272.00 |
Holcim | 79.06 |
ROCHE GS | 254.00 |