Last price paid | n.a. | |
Change | -69.23% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.06.2024 |
Settlement date | 11.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.83% |
Year to date (YTD) | n.a. |
1 month | -93.10% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.69 |
Underlying price on issue | 2'294.57 |
Premium | 0.01% |
Premium p.a. | 0.28% |
Leverage | 369.53 |
Implied volatility | 0.05 |
ISIN | CH1305150539 |
Symbol | XAUIRZ |
Security | 130515053 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'325.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 04.04.2024 |
Premium | 0.49% |
Premium p.a. | 25.53% |
Leverage | 1'389.74 |
Implied volatility | 4.57% |
Moneyness | out-of-the-money |
Leverage | 386.2852 |
Delta | -0.2780 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | -0.0008 |
Vega | 0.0080 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 2'323.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 99.57 |
Swiss Re | 108.85 |
UBS | 26.26 |
Givaudan | 4'176.00 |
Nestlé SA | 89.40 |
Name | Price |
---|---|
KUEHNE & NAGEL | 256.00 |
Alcon AG | 81.62 |
Compagnie Financi... | 132.40 |
ROCHE GS | 280.30 |
Lonza Group | 548.80 |