Last price paid | 0.41 | |
Change | +7.89% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 4'000.00 Unit | |
Date/time | 15.05.2024 17:15 |
Fixing | 17.01.2025 |
Settlement date | 29.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +1.28% |
Year to date (YTD) | n.a. |
1 month | -12.77% |
3 months | +95.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 15.57 |
Premium | 0.10% |
Premium p.a. | 0.14% |
Leverage | 4.93 |
Implied volatility | 0.31 |
ISIN | CH1305130879 |
Symbol | GOLV2Z |
Security | 130513087 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 17.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 22.01.2024 |
Premium | 9.75% |
Premium p.a. | 13.85% |
Leverage | 8.00 |
Implied volatility | 30.97% |
Moneyness | in-the-money |
Leverage | 4.9279 |
Delta | 0.6160 |
Gamma | 0.0181 |
Theta | -0.0007 |
Rho | 0.0109 |
Vega | 0.0099 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 19.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |