Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 28.02.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.51% |
Year to date (YTD) | n.a. |
1 month | -62.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 23.08 |
Premium | 0.26% |
Premium p.a. | 2.96% |
Leverage | 17.25 |
Implied volatility | 0.51 |
ISIN | CH1305138187 |
Symbol | XAGNNZ |
Security | 130513818 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 22.50 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 21.02.2024 |
Premium | 25.96% |
Premium p.a. | 296.13% |
Leverage | 913.48 |
Implied volatility | 51.22% |
Moneyness | out-of-the-money |
Leverage | 17.2547 |
Delta | -0.0189 |
Gamma | 0.0055 |
Theta | -0.0014 |
Rho | -0.0002 |
Vega | 0.0019 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 22.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |