Last price paid | 0.015 | |
Change | -62.50% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 12:05 |
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 | -97.30% |
Year to date (YTD) | n.a. |
1 month | -96.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 2'262.13 |
Premium | 0.01% |
Premium p.a. | 0.36% |
Leverage | 553.55 |
Implied volatility | 0.04 |
ISIN | CH1305150067 |
Symbol | XAUHAZ |
Security | 130515006 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'350.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.04.2024 |
Premium | 0.68% |
Premium p.a. | 35.55% |
Leverage | 2'084.82 |
Implied volatility | 3.91% |
Moneyness | out-of-the-money |
Leverage | 553.5451 |
Delta | 0.2655 |
Gamma | 0.0002 |
Theta | -0.0025 |
Rho | 0.0007 |
Vega | 0.0071 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'351.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
UBS | 26.73 |
LOGITECH INT. | 87.54 |
KUEHNE & NAGEL | 259.10 |
Lonza Group | 490.30 |
Name | Price |
---|---|
Givaudan | 4'289.00 |
Compagnie Financi... | 140.75 |
GEBERIT N | 533.40 |
Sika AG | 259.00 |
Swiss Re | 111.55 |