Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.11% |
Year to date (YTD) | -84.21% |
1 month | -53.85% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 16.29 |
Premium | 0.18% |
Premium p.a. | 1.47% |
Leverage | 15.92 |
Implied volatility | 0.38 |
ISIN | CH1268393035 |
Symbol | GOLMHZ |
Security | 126839303 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 21.09.2023 |
Premium | 18.15% |
Premium p.a. | 147.18% |
Leverage | 123.60 |
Implied volatility | 37.90% |
Moneyness | out-of-the-money |
Leverage | 15.9161 |
Delta | 0.1288 |
Gamma | 0.0204 |
Theta | -0.0010 |
Rho | 0.0004 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 20.14 |
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 |