Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -67.76% |
Year to date (YTD) | -52.00% |
1 month | -57.14% |
3 months | +140.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.76 |
Underlying price on issue | 17.53 |
Premium | 0.02% |
Premium p.a. | 0.15% |
Leverage | 9.31 |
Implied volatility | 0.31 |
ISIN | CH1250737231 |
Symbol | GOL6NZ |
Security | 125073723 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 16.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 25.05.2023 |
Premium | 1.79% |
Premium p.a. | 14.55% |
Leverage | 12.62 |
Implied volatility | 30.64% |
Moneyness | in-the-money |
Leverage | 9.3072 |
Delta | 0.7375 |
Gamma | 0.0388 |
Theta | -0.0012 |
Rho | 0.0023 |
Vega | 0.0035 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 17.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |