Last price paid | 0.42 | |
Change | +5.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +51.79% |
Year to date (YTD) | n.a. |
1 month | +75.00% |
3 months | +223.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 153.54 |
Premium | 0.10% |
Premium p.a. | 0.27% |
Leverage | 8.75 |
Implied volatility | 0.27 |
ISIN | CH1305133840 |
Symbol | GOOOWZ |
Security | 130513384 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 185.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.01.2024 |
Premium | 9.96% |
Premium p.a. | 27.33% |
Leverage | 18.88 |
Implied volatility | 27.19% |
Moneyness | out-of-the-money |
Leverage | 8.7534 |
Delta | 0.4637 |
Gamma | 0.0008 |
Theta | -0.0024 |
Rho | 0.0120 |
Vega | 0.0192 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 194.36 |
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 |
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SONOVA HLDG N | 291.20 |
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