Last price paid | 0.23 | |
Change | +15.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +60.71% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +130.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 16.68 |
Premium | 0.11% |
Premium p.a. | 0.33% |
Leverage | 7.36 |
Implied volatility | 0.34 |
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 | 11.05% |
Premium p.a. | 33.07% |
Leverage | 15.77 |
Implied volatility | 34.25% |
Moneyness | out-of-the-money |
Leverage | 7.3614 |
Delta | 0.4669 |
Gamma | 0.0225 |
Theta | -0.0013 |
Rho | 0.0048 |
Vega | 0.0081 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 23.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.80 |
Compagnie Financi... | 132.60 |
Sika AG | 281.60 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.08 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.44 |
Givaudan | 4'607.00 |