Last price paid | 0.19 | |
Change | +5.56% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 28.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -48.75% |
Year to date (YTD) | -42.42% |
1 month | -48.65% |
3 months | +72.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 17.69 |
Premium | 0.23% |
Premium p.a. | 0.33% |
Leverage | 5.69 |
Implied volatility | 0.35 |
ISIN | CH1305127206 |
Symbol | GOLHDZ |
Security | 130512720 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
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 | 19.12.2023 |
Premium | 23.22% |
Premium p.a. | 32.98% |
Leverage | 15.14 |
Implied volatility | 35.13% |
Moneyness | out-of-the-money |
Leverage | 5.6872 |
Delta | 0.3756 |
Gamma | 0.0164 |
Theta | -0.0007 |
Rho | 0.0067 |
Vega | 0.0098 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 21.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 523.80 |
SONOVA HLDG N | 291.40 |
ROCHE GS | 227.50 |
Sika AG | 281.60 |
KUEHNE & NAGEL | 249.70 |
Name | Price |
---|---|
Compagnie Financi... | 135.45 |
Nestlé SA | 94.38 |
Givaudan | 4'061.00 |
Alcon AG | 79.96 |
NOVARTIS N | 93.52 |