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 | -95.24% |
Year to date (YTD) | -91.18% |
1 month | -85.00% |
3 months | -95.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 2'067.71 |
Premium | 0.10% |
Premium p.a. | 4.11% |
Leverage | 48.61 |
Implied volatility | 0.35 |
ISIN | CH1281047485 |
Symbol | XAU11Z |
Security | 128104748 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 1'975.00 |
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 | 10.13% |
Premium p.a. | 410.79% |
Leverage | 1'979.73 |
Implied volatility | 35.12% |
Moneyness | out-of-the-money |
Leverage | 48.6124 |
Delta | -0.0246 |
Gamma | 0.0000 |
Theta | -0.0031 |
Rho | -0.0001 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'973.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.42 |
ABB Ltd | 47.97 |
Partners Group Ho... | 1'272.00 |
Sika AG | 283.70 |
Holcim | 78.90 |
Name | Price |
---|---|
SONOVA HLDG N | 280.60 |
Nestlé SA | 95.66 |
Swiss Re | 109.45 |
SWISSCOM N | 501.00 |
Lonza Group | 528.20 |