Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +2.63% |
Year to date (YTD) | +90.00% |
1 month | +58.33% |
3 months | +171.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 124.13 |
Premium | 0.04% |
Premium p.a. | 0.37% |
Leverage | 18.29 |
Implied volatility | 0.22 |
ISIN | CH1250737470 |
Symbol | GOOXXZ |
Security | 125073747 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 180.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 25.05.2023 |
Premium | 4.29% |
Premium p.a. | 37.30% |
Leverage | 41.14 |
Implied volatility | 22.50% |
Moneyness | out-of-the-money |
Leverage | 18.2858 |
Delta | 0.4445 |
Gamma | 0.0016 |
Theta | -0.0033 |
Rho | 0.0039 |
Vega | 0.0107 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 184.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |