Last price paid | 0.07 | |
Change | -17.65% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | -41.67% |
1 month | -6.67% |
3 months | -79.41% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 17.53 |
Premium | 0.07% |
Premium p.a. | 0.59% |
Leverage | 13.00 |
Implied volatility | 0.32 |
ISIN | CH1250737264 |
Symbol | GOLDBZ |
Security | 125073726 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 16.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 25.05.2023 |
Premium | 7.47% |
Premium p.a. | 59.28% |
Leverage | 43.75 |
Implied volatility | 32.20% |
Moneyness | out-of-the-money |
Leverage | 13.0048 |
Delta | -0.2972 |
Gamma | 0.0395 |
Theta | -0.0013 |
Rho | -0.0011 |
Vega | 0.0038 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 15.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Holcim | 78.26 |
Lonza Group | 516.40 |
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
SONOVA HLDG N | 267.70 |