Last price paid | 2.85 | |
Change | -10.38% [ -0.33 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 09.10.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | +374.17% |
Year to date (YTD) | +319.12% |
1 month | +171.43% |
3 months | +1087.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 21.70 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 4.41 |
Implied volatility | 0.59 |
ISIN | CH1281032594 |
Symbol | XAGD1Z |
Security | 128103259 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 24.50 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 02.10.2023 |
Premium | 1.13% |
Premium p.a. | 12.92% |
Leverage | 4.83 |
Implied volatility | 59.15% |
Moneyness | in-the-money |
Leverage | 4.4106 |
Delta | 0.9124 |
Gamma | 0.0165 |
Theta | -0.0074 |
Rho | 0.0085 |
Vega | 0.0065 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 30.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |