Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 26.03.2024 |
Settlement date | 11.12.2023 |
Last trading | 26.03.2024 |
Final fixing | 26.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.15% |
Year to date (YTD) | -90.63% |
1 month | n.a. |
3 months | -90.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 2'067.71 |
Premium | 0.03% |
Premium p.a. | 1.02% |
Leverage | 169.65 |
Implied volatility | 0.10 |
ISIN | CH1281047535 |
Symbol | XAU0CZ |
Security | 128104753 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'250.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 04.12.2023 |
Premium | 2.52% |
Premium p.a. | 102.23% |
Leverage | 1'979.54 |
Implied volatility | 10.02% |
Moneyness | out-of-the-money |
Leverage | 169.6463 |
Delta | 0.0857 |
Gamma | 0.0000 |
Theta | -0.0025 |
Rho | 0.0004 |
Vega | 0.0043 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'251.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 84.28 |
ABB Ltd | 47.89 |
Partners Group Ho... | 1'268.50 |
Sika AG | 283.70 |
Holcim | 79.00 |
Name | Price |
---|---|
SONOVA HLDG N | 283.60 |
UBS | 27.25 |
Nestlé SA | 96.02 |
ROCHE GS | 236.50 |
KUEHNE & NAGEL | 247.30 |