Last price paid | 0.78 | |
Change | +18.18% [ +0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +190.74% |
Year to date (YTD) | +271.43% |
1 month | 0.00% |
3 months | +1318.18% |
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. | 0.06% |
Leverage | 12.92 |
Implied volatility | 0.14 |
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 | 0.78% |
Premium p.a. | 6.18% |
Leverage | 13.90 |
Implied volatility | 14.13% |
Moneyness | in-the-money |
Leverage | 12.9182 |
Delta | 0.9291 |
Gamma | 0.0000 |
Theta | -0.0022 |
Rho | 0.0118 |
Vega | 0.0052 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 2'422.91 |
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 |
Swiss Re | 110.10 |
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 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |