Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -96.00% |
Year to date (YTD) | n.a. |
1 month | -44.44% |
3 months | -80.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 22.14 |
Premium | 0.27% |
Premium p.a. | 1.03% |
Leverage | 14.64 |
Implied volatility | 0.34 |
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 | 27.33% |
Premium p.a. | 102.84% |
Leverage | 646.73 |
Implied volatility | 33.56% |
Moneyness | out-of-the-money |
Leverage | 14.6397 |
Delta | -0.0226 |
Gamma | 0.0060 |
Theta | -0.0006 |
Rho | -0.0008 |
Vega | 0.0036 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 20.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |