Last price paid | 0.39 | |
Change | -23.53% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 4'000.00 Unit | |
Date/time | 23.05.2024 17:15 |
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 | +41.30% |
Year to date (YTD) | +129.41% |
1 month | +39.29% |
3 months | +766.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 1'955.69 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 24.05 |
Implied volatility | 0.12 |
ISIN | CH1268378341 |
Symbol | XAUZHZ |
Security | 126837834 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'300.00 |
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 | 1.24% |
Premium p.a. | 11.27% |
Leverage | 32.95 |
Implied volatility | 12.08% |
Moneyness | in-the-money |
Leverage | 24.0506 |
Delta | 0.7299 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | 0.0082 |
Vega | 0.0117 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 2'371.08 |
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 |