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 | 25.03.2024 |
Settlement date | 12.05.2023 |
Last trading | 25.03.2024 |
Final fixing | 25.03.2024 |
Currency redemption | CHF |
Perf. since issue | -96.97% |
Year to date (YTD) | -76.92% |
1 month | -57.14% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 2'035.56 |
Premium | 0.10% |
Premium p.a. | 4.17% |
Leverage | 39.13 |
Implied volatility | 0.40 |
ISIN | CH1250728156 |
Symbol | XAUNXZ |
Security | 125072815 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'950.00 |
C/P type | put |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 04.05.2023 |
Premium | 10.28% |
Premium p.a. | 416.84% |
Leverage | 974.50 |
Implied volatility | 40.12% |
Moneyness | out-of-the-money |
Leverage | 39.1334 |
Delta | -0.0402 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'947.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |