Last price paid | 2.14 | |
Change | -3.60% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | +272.50% |
Year to date (YTD) | +214.71% |
1 month | -24.38% |
3 months | +210.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.60 |
Underlying price on issue | 21.70 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 5.70 |
Implied volatility | 0.51 |
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 | 0.25% |
Premium p.a. | 6.99% |
Leverage | 5.83 |
Implied volatility | 50.82% |
Moneyness | in-the-money |
Leverage | 5.6992 |
Delta | 0.9769 |
Gamma | 0.0109 |
Theta | -0.0041 |
Rho | 0.0037 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 29.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 481.00 |
Swiss Life Hldg | 651.40 |
ROCHE GS | 249.30 |
SWISSCOM N | 498.80 |
KUEHNE & NAGEL | 260.10 |
Name | Price |
---|---|
Givaudan | 4'274.00 |
LOGITECH INT. | 87.06 |
ABB Ltd | 50.92 |
Nestlé SA | 94.62 |
GEBERIT N | 542.40 |