Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 04.04.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -63.00% |
Year to date (YTD) | n.a. |
1 month | -38.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 2'184.07 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 14.76 |
Implied volatility | 0.16 |
ISIN | CH1305149358 |
Symbol | XAU3CZ |
Security | 130514935 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'150.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 10.68% |
Premium p.a. | 16.73% |
Leverage | 116.42 |
Implied volatility | 16.12% |
Moneyness | out-of-the-money |
Leverage | 14.7626 |
Delta | -0.1268 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0186 |
Vega | 0.0357 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 2'129.52 |
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 |