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 | -98.25% |
Year to date (YTD) | n.a. |
1 month | -90.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 2'261.99 |
Premium | 0.03% |
Premium p.a. | 1.37% |
Leverage | 149.86 |
Implied volatility | 0.13 |
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 | 2.63% |
Premium p.a. | 136.92% |
Leverage | 2'084.82 |
Implied volatility | 12.83% |
Moneyness | out-of-the-money |
Leverage | 149.8592 |
Delta | -0.0719 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | -0.0002 |
Vega | 0.0035 |
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 |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |