Last price paid | 0.10 | |
Change | -16.67% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 14.05.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -32.14% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 16.68 |
Premium | 0.36% |
Premium p.a. | 0.60% |
Leverage | 6.90 |
Implied volatility | 0.37 |
ISIN | CH1338498376 |
Symbol | GOLCLZ |
Security | 133849837 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 06.05.2024 |
Premium | 35.62% |
Premium p.a. | 59.92% |
Leverage | 31.27 |
Implied volatility | 37.25% |
Moneyness | out-of-the-money |
Leverage | 6.9014 |
Delta | 0.2207 |
Gamma | 0.0138 |
Theta | -0.0006 |
Rho | 0.0033 |
Vega | 0.0068 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 22.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |