Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | n.a. |
1 month | -89.58% |
3 months | -95.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 153.55 |
Premium | 0.15% |
Premium p.a. | 1.78% |
Leverage | 23.72 |
Implied volatility | 0.34 |
ISIN | CH1305133568 |
Symbol | GOO0HZ |
Security | 130513356 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.01.2024 |
Premium | 15.12% |
Premium p.a. | 178.01% |
Leverage | 535.89 |
Implied volatility | 34.16% |
Moneyness | out-of-the-money |
Leverage | 23.7197 |
Delta | -0.0443 |
Gamma | 0.0003 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 149.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'236.00 |
Givaudan | 4'276.00 |
Compagnie Financi... | 144.50 |
ROCHE GS | 230.90 |
UBS | 28.48 |
Name | Price |
---|---|
Lonza Group | 508.80 |
ZURICH INSURANCE | 469.70 |
NOVARTIS N | 91.76 |
KUEHNE & NAGEL | 250.20 |
LOGITECH INT. | 87.16 |