Last price paid | 0.015 | |
Change | -25.00% [ -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 | 20.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.08% |
Year to date (YTD) | -90.63% |
1 month | n.a. |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 123.70 |
Premium | 0.32% |
Premium p.a. | 3.78% |
Leverage | 13.61 |
Implied volatility | 0.66 |
ISIN | CH1268370165 |
Symbol | GOOXPZ |
Security | 126837016 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alphab Non Vtg-C Rg, US02079K1079 |
Underlying ISIN | US02079K1079 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 32.07% |
Premium p.a. | 377.60% |
Leverage | 803.91 |
Implied volatility | 65.70% |
Moneyness | out-of-the-money |
Leverage | 13.6118 |
Delta | -0.0169 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 119.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'267.00 |
Compagnie Financi... | 144.05 |
ROCHE GS | 230.10 |
SWISSCOM N | 490.60 |
LOGITECH INT. | 87.10 |
Name | Price |
---|---|
Lonza Group | 504.20 |
Sika AG | 281.60 |
Partners Group Ho... | 1'216.00 |
UBS | 28.18 |
ZURICH INSURANCE | 468.70 |