Last price paid | 0.51 | |
Change | -29.17% [ -0.21 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 24.07.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | +83.33% |
Year to date (YTD) | +142.86% |
1 month | 0.00% |
3 months | +750.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 1'955.69 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 19.12 |
Implied volatility | 0.12 |
ISIN | CH1268378333 |
Symbol | XAU32Z |
Security | 126837833 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'250.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 17.07.2023 |
Premium | 0.75% |
Premium p.a. | 7.06% |
Leverage | 21.62 |
Implied volatility | 11.59% |
Moneyness | in-the-money |
Leverage | 19.1186 |
Delta | 0.8842 |
Gamma | 0.0000 |
Theta | -0.0023 |
Rho | 0.0096 |
Vega | 0.0067 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 2'358.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.10 |
KUEHNE & NAGEL | 245.00 |
Lonza Group | 513.60 |
Partners Group Ho... | 1'223.50 |
Holcim | 79.50 |
Name | Price |
---|---|
NOVARTIS N | 91.43 |
LOGITECH INT. | 86.88 |
Alcon AG | 81.96 |
ZURICH INSURANCE | 468.00 |
Sika AG | 282.30 |