Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -92.00% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -85.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 22.14 |
Premium | 0.32% |
Premium p.a. | 0.84% |
Leverage | 10.55 |
Implied volatility | 0.37 |
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 | 31.70% |
Premium p.a. | 84.46% |
Leverage | 347.50 |
Implied volatility | 36.79% |
Moneyness | out-of-the-money |
Leverage | 10.5545 |
Delta | -0.0304 |
Gamma | 0.0055 |
Theta | -0.0007 |
Rho | -0.0017 |
Vega | 0.0058 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 20.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |