Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.06.2024 |
Settlement date | 25.09.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -72.73% |
1 month | -88.46% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 23.11 |
Premium | 0.02% |
Premium p.a. | 0.87% |
Leverage | 78.51 |
Implied volatility | 0.15 |
ISIN | CH1268389066 |
Symbol | XAGUSZ |
Security | 126838906 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.09.2023 |
Premium | 1.68% |
Premium p.a. | 87.38% |
Leverage | 264.40 |
Implied volatility | 15.17% |
Moneyness | out-of-the-money |
Leverage | 78.5065 |
Delta | 0.2969 |
Gamma | 0.0608 |
Theta | -0.0015 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 30.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.00 |
SONOVA HLDG N | 302.70 |
Alcon AG | 84.36 |
Sika AG | 281.20 |
ROCHE GS | 272.30 |
Name | Price |
---|---|
Holcim | 83.24 |
ABB Ltd | 49.50 |
ZURICH INSURANCE | 513.20 |
Lonza Group | 538.80 |
Swiss Life Hldg | 709.80 |