Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 24.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 24.09.2024 |
Final fixing | 24.09.2024 |
Currency redemption | CHF |
Perf. since issue | -98.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -85.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 22.14 |
Premium | 0.33% |
Premium p.a. | 1.49% |
Leverage | 14.73 |
Implied volatility | 0.40 |
ISIN | CH1305131174 |
Symbol | XAG5MZ |
Security | 130513117 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 01.10.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 21.00 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 22.01.2024 |
Premium | 33.41% |
Premium p.a. | 148.71% |
Leverage | 1'407.65 |
Implied volatility | 39.74% |
Moneyness | out-of-the-money |
Leverage | 14.7260 |
Delta | -0.0105 |
Gamma | 0.0026 |
Theta | -0.0004 |
Rho | -0.0004 |
Vega | 0.0018 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 20.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |