Last price paid | 0.39 | |
Change | -2.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | +159.38% |
Year to date (YTD) | +200.00% |
1 month | -25.00% |
3 months | +200.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 23.17 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 6.20 |
Implied volatility | 0.44 |
ISIN | CH1268393100 |
Symbol | XAGH5Z |
Security | 126839310 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 21.09.2023 |
Premium | 0.22% |
Premium p.a. | 6.25% |
Leverage | 6.31 |
Implied volatility | 44.28% |
Moneyness | in-the-money |
Leverage | 6.1970 |
Delta | 0.9818 |
Gamma | 0.0020 |
Theta | -0.0007 |
Rho | 0.0008 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 29.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 650.40 |
SWISSCOM N | 498.20 |
Sika AG | 257.00 |
Partners Group Ho... | 1'160.00 |
ZURICH INSURANCE | 480.60 |
Name | Price |
---|---|
Givaudan | 4'270.00 |
Compagnie Financi... | 140.75 |
LOGITECH INT. | 87.64 |
Alcon AG | 78.48 |
Swiss Re | 111.00 |