Last price paid | n.a. | |
Change | -40.00% [ -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 | 15.04.2024 |
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 | -92.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 2'338.58 |
Premium | 0.02% |
Premium p.a. | 0.81% |
Leverage | 230.95 |
Implied volatility | 0.09 |
ISIN | CH1305150950 |
Symbol | XAUGHZ |
Security | 130515095 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'300.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.04.2024 |
Premium | 1.56% |
Premium p.a. | 81.10% |
Leverage | 2'084.82 |
Implied volatility | 8.65% |
Moneyness | out-of-the-money |
Leverage | 230.9525 |
Delta | -0.1108 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | -0.0003 |
Vega | 0.0045 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'298.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.60 |
SONOVA HLDG N | 303.30 |
Sika AG | 281.40 |
ROCHE GS | 272.30 |
Nestlé SA | 85.32 |
Name | Price |
---|---|
Holcim | 83.96 |
ABB Ltd | 49.68 |
Lonza Group | 536.20 |
Swiss Re | 117.25 |
Givaudan | 4'600.00 |