Last price paid | 0.14 | |
Change | -17.65% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 14.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +3.85% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 16.68 |
Premium | 0.03% |
Premium p.a. | 0.31% |
Leverage | 13.22 |
Implied volatility | 0.30 |
ISIN | CH1338498368 |
Symbol | GOLJZZ |
Security | 133849836 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 17.00 |
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 | 3.04% |
Premium p.a. | 30.82% |
Leverage | 23.32 |
Implied volatility | 29.57% |
Moneyness | in-the-money |
Leverage | 13.2248 |
Delta | 0.5672 |
Gamma | 0.0536 |
Theta | -0.0016 |
Rho | 0.0015 |
Vega | 0.0039 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 17.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |