Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 29.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -64.47% |
Year to date (YTD) | n.a. |
1 month | +6.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 14.77 |
Premium | 0.19% |
Premium p.a. | 0.27% |
Leverage | 5.24 |
Implied volatility | 0.34 |
ISIN | CH1305139409 |
Symbol | GOLBPZ |
Security | 130513940 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Barrick Gold Rg, CA0679011084 |
Underlying ISIN | CA0679011084 |
Strike | 15.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 22.02.2024 |
Premium | 18.69% |
Premium p.a. | 26.55% |
Leverage | 23.47 |
Implied volatility | 34.08% |
Moneyness | out-of-the-money |
Leverage | 5.2394 |
Delta | -0.2232 |
Gamma | 0.0133 |
Theta | -0.0005 |
Rho | -0.0048 |
Vega | 0.0079 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 14.25 |
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 |