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 | 12.10.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.55% |
Year to date (YTD) | -75.00% |
1 month | -25.00% |
3 months | -76.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 21.16 |
Premium | 0.39% |
Premium p.a. | 20.49% |
Leverage | 12.44 |
Implied volatility | 1.61 |
ISIN | CH1281033667 |
Symbol | XAGOWZ |
Security | 128103366 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 18.00 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 05.10.2023 |
Premium | 39.30% |
Premium p.a. | 2049.20% |
Leverage | 1'322.12 |
Implied volatility | 160.98% |
Moneyness | out-of-the-money |
Leverage | 12.4379 |
Delta | -0.0094 |
Gamma | 0.0021 |
Theta | -0.0045 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 17.98 |
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 | 302.80 |
Alcon AG | 84.40 |
Sika AG | 281.50 |
ROCHE GS | 272.30 |
Name | Price |
---|---|
Holcim | 83.22 |
ABB Ltd | 49.43 |
ZURICH INSURANCE | 513.40 |
Lonza Group | 539.00 |
Swiss Life Hldg | 710.20 |