Last price paid | 0.31 | |
Change | -6.06% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -7.58% |
Year to date (YTD) | n.a. |
1 month | +10.71% |
3 months | -45.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 18.09 |
Premium | 0.10% |
Premium p.a. | 0.14% |
Leverage | 4.21 |
Implied volatility | 0.33 |
ISIN | CH1305128972 |
Symbol | GOLLTZ |
Security | 130512897 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 17.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 29.12.2023 |
Premium | 10.13% |
Premium p.a. | 14.34% |
Leverage | 10.13 |
Implied volatility | 33.18% |
Moneyness | out-of-the-money |
Leverage | 4.2073 |
Delta | -0.4153 |
Gamma | 0.0187 |
Theta | -0.0005 |
Rho | -0.0085 |
Vega | 0.0100 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 15.32 |
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 |