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 | -85.71% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 23.11 |
Premium | 0.33% |
Premium p.a. | 17.13% |
Leverage | 9.76 |
Implied volatility | 1.70 |
ISIN | CH1268389082 |
Symbol | XAGXYZ |
Security | 126838908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 20.00 |
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 | 32.85% |
Premium p.a. | 1712.86% |
Leverage | 264.42 |
Implied volatility | 170.17% |
Moneyness | out-of-the-money |
Leverage | 9.7586 |
Delta | -0.0369 |
Gamma | 0.0013 |
Theta | -0.0033 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 19.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.65 |
SONOVA HLDG N | 302.80 |
ROCHE GS | 272.20 |
Sika AG | 280.80 |
KUEHNE & NAGEL | 233.10 |
Name | Price |
---|---|
Holcim | 83.26 |
ABB Ltd | 49.55 |
Givaudan | 4'580.00 |
ZURICH INSURANCE | 512.60 |
Lonza Group | 538.00 |