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 | 26.03.2024 |
Settlement date | 11.12.2023 |
Last trading | 26.03.2024 |
Final fixing | 26.03.2024 |
Currency redemption | CHF |
Perf. since issue | -94.12% |
Year to date (YTD) | -91.18% |
1 month | -93.18% |
3 months | -95.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 25.13 |
Premium | 0.11% |
Premium p.a. | 4.50% |
Leverage | 38.30 |
Implied volatility | 0.42 |
ISIN | CH1281047584 |
Symbol | XAGC6Z |
Security | 128104758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 22.00 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 04.12.2023 |
Premium | 11.11% |
Premium p.a. | 450.47% |
Leverage | 1'114.47 |
Implied volatility | 41.90% |
Moneyness | out-of-the-money |
Leverage | 38.2951 |
Delta | -0.0344 |
Gamma | 0.0257 |
Theta | -0.0028 |
Rho | -0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 21.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.10 |
LOGITECH INT. | 87.86 |
ABB Ltd | 48.87 |
Givaudan | 4'241.00 |
Swiss Life Hldg | 624.40 |
Name | Price |
---|---|
Nestlé SA | 93.26 |
KUEHNE & NAGEL | 243.30 |
SWISSCOM N | 493.40 |
Partners Group Ho... | 1'257.50 |
NOVARTIS N | 92.84 |