Last price paid | 0.13 | |
Change | -38.10% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
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 | +81.25% |
Year to date (YTD) | +136.36% |
1 month | +136.36% |
3 months | +550.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 23.11 |
Premium | 0.03% |
Premium p.a. | 0.32% |
Leverage | 11.79 |
Implied volatility | 0.30 |
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 | 3.42% |
Premium p.a. | 32.03% |
Leverage | 19.26 |
Implied volatility | 30.43% |
Moneyness | in-the-money |
Leverage | 11.7948 |
Delta | 0.6123 |
Gamma | 0.0138 |
Theta | -0.0016 |
Rho | 0.0017 |
Vega | 0.0035 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 31.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
Lonza Group | 515.40 |
Partners Group Ho... | 1'227.50 |
KUEHNE & NAGEL | 244.80 |
Givaudan | 4'245.00 |
Name | Price |
---|---|
NOVARTIS N | 91.35 |
LOGITECH INT. | 86.92 |
Sika AG | 281.00 |
Alcon AG | 81.94 |
ZURICH INSURANCE | 468.60 |