Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -97.67% |
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 | 0.24% |
Premium p.a. | 12.57% |
Leverage | 20.52 |
Implied volatility | 0.95 |
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 | 24.11% |
Premium p.a. | 1256.94% |
Leverage | 1'322.07 |
Implied volatility | 95.19% |
Moneyness | out-of-the-money |
Leverage | 20.5194 |
Delta | -0.0155 |
Gamma | 0.0056 |
Theta | -0.0042 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 22.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.70 |
SONOVA HLDG N | 305.10 |
Sika AG | 282.20 |
Partners Group Ho... | 1'269.00 |
Alcon AG | 84.38 |
Name | Price |
---|---|
Holcim | 84.12 |
ABB Ltd | 49.75 |
Lonza Group | 538.60 |
Givaudan | 4'603.00 |
ZURICH INSURANCE | 515.00 |