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 | -90.91% |
Year to date (YTD) | -75.00% |
1 month | -40.00% |
3 months | -81.25% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 23.11 |
Premium | 0.28% |
Premium p.a. | 14.49% |
Leverage | 11.44 |
Implied volatility | 1.44 |
ISIN | CH1268389108 |
Symbol | XAGIVZ |
Security | 126838910 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 21.50 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.09.2023 |
Premium | 27.78% |
Premium p.a. | 1448.78% |
Leverage | 264.41 |
Implied volatility | 143.64% |
Moneyness | out-of-the-money |
Leverage | 11.4367 |
Delta | -0.0433 |
Gamma | 0.0017 |
Theta | -0.0032 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 21.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.25 |
SONOVA HLDG N | 303.60 |
Alcon AG | 84.68 |
ROCHE GS | 272.80 |
Sika AG | 281.50 |
Name | Price |
---|---|
Holcim | 83.34 |
ABB Ltd | 49.41 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.40 |
SWISSCOM N | 553.50 |