Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.33% |
Year to date (YTD) | n.a. |
1 month | -92.86% |
3 months | -96.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 144.42 |
Premium | 0.12% |
Premium p.a. | 1.45% |
Leverage | 25.25 |
Implied volatility | 0.30 |
ISIN | CH1305134988 |
Symbol | GOO11Z |
Security | 130513498 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 155.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 12.35% |
Premium p.a. | 145.36% |
Leverage | 401.95 |
Implied volatility | 30.41% |
Moneyness | out-of-the-money |
Leverage | 25.2517 |
Delta | -0.0628 |
Gamma | 0.0004 |
Theta | -0.0013 |
Rho | -0.0004 |
Vega | 0.0029 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 154.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.80 |
Givaudan | 4'266.00 |
ROCHE GS | 230.60 |
UBS | 28.50 |
Swiss Life Hldg | 636.20 |
Name | Price |
---|---|
Lonza Group | 508.00 |
Sika AG | 283.10 |
ZURICH INSURANCE | 469.60 |
NOVARTIS N | 91.58 |
KUEHNE & NAGEL | 249.80 |