Last price paid | n.a. | |
Change | n.a. [ n.a. ] | |
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 | -97.06% |
Year to date (YTD) | -96.25% |
1 month | -96.59% |
3 months | -96.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 25.13 |
Premium | 0.05% |
Premium p.a. | 2.04% |
Leverage | 70.41 |
Implied volatility | 0.22 |
ISIN | CH1281047626 |
Symbol | XAGL2Z |
Security | 128104762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 23.50 |
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 | 5.04% |
Premium p.a. | 204.42% |
Leverage | 1'114.47 |
Implied volatility | 21.64% |
Moneyness | out-of-the-money |
Leverage | 70.4141 |
Delta | -0.0632 |
Gamma | 0.0800 |
Theta | -0.0023 |
Rho | -0.0002 |
Vega | 0.0021 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 23.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |