Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 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 | -96.97% |
Year to date (YTD) | -75.00% |
1 month | n.a. |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 124.13 |
Premium | 0.43% |
Premium p.a. | 5.11% |
Leverage | 9.80 |
Implied volatility | 0.92 |
ISIN | CH1250737488 |
Symbol | GOO8PZ |
Security | 125073748 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 100.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 25.05.2023 |
Premium | 43.41% |
Premium p.a. | 511.15% |
Leverage | 803.91 |
Implied volatility | 92.46% |
Moneyness | out-of-the-money |
Leverage | 9.7976 |
Delta | -0.0122 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 99.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'265.00 |
Compagnie Financi... | 144.00 |
ROCHE GS | 230.10 |
SWISSCOM N | 490.60 |
ABB Ltd | 49.69 |
Name | Price |
---|---|
Lonza Group | 504.00 |
Sika AG | 281.70 |
Partners Group Ho... | 1'216.00 |
UBS | 28.17 |
ZURICH INSURANCE | 468.60 |