Last price paid | n.a. | |
Change | -33.33% [ -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 | 15.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.31% |
Year to date (YTD) | n.a. |
1 month | -81.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 2'338.84 |
Premium | 0.11% |
Premium p.a. | 5.94% |
Leverage | 52.14 |
Implied volatility | 0.38 |
ISIN | CH1305151016 |
Symbol | XAURPZ |
Security | 130515101 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'600.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.04.2024 |
Premium | 11.39% |
Premium p.a. | 593.78% |
Leverage | 2'084.82 |
Implied volatility | 38.44% |
Moneyness | out-of-the-money |
Leverage | 52.1371 |
Delta | 0.0250 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | 0.0001 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'601.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |