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 | 26.03.2024 |
Settlement date | 11.12.2023 |
Last trading | 26.03.2024 |
Final fixing | 26.03.2024 |
Currency redemption | CHF |
Perf. since issue | -97.22% |
Year to date (YTD) | -95.00% |
1 month | -95.45% |
3 months | -96.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 2'067.71 |
Premium | 0.08% |
Premium p.a. | 3.18% |
Leverage | 59.99 |
Implied volatility | 0.28 |
ISIN | CH1281047527 |
Symbol | XAURQZ |
Security | 128104752 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'025.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 04.12.2023 |
Premium | 7.85% |
Premium p.a. | 318.46% |
Leverage | 1'979.73 |
Implied volatility | 28.12% |
Moneyness | out-of-the-money |
Leverage | 59.9889 |
Delta | -0.0303 |
Gamma | 0.0000 |
Theta | -0.0029 |
Rho | -0.0001 |
Vega | 0.0021 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 2'023.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.44 |
ABB Ltd | 47.96 |
Partners Group Ho... | 1'270.00 |
Sika AG | 284.00 |
Holcim | 79.08 |
Name | Price |
---|---|
SONOVA HLDG N | 281.20 |
Nestlé SA | 95.84 |
UBS | 27.41 |
SWISSCOM N | 501.00 |
Compagnie Financi... | 144.20 |