Last price paid | 1.11 | |
Change | -9.76% [ -0.12 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 21.03.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | +81.73% |
Year to date (YTD) | n.a. |
1 month | -30.63% |
3 months | +170.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 25.02 |
Premium | 0.12% |
Premium p.a. | 0.23% |
Leverage | 7.03 |
Implied volatility | 0.28 |
ISIN | CH1305144938 |
Symbol | XAGSAZ |
Security | 130514493 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 14.03.2024 |
Premium | 11.66% |
Premium p.a. | 22.28% |
Leverage | 13.65 |
Implied volatility | 27.53% |
Moneyness | out-of-the-money |
Leverage | 6.9988 |
Delta | 0.5128 |
Gamma | 0.0388 |
Theta | -0.0035 |
Rho | 0.0297 |
Vega | 0.0372 |
Fair value | 0.95 |
Intrinsic value | n.a. |
Break-even | 32.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
SONOVA HLDG N | 273.90 |
KUEHNE & NAGEL | 259.80 |
Lonza Group | 486.50 |
Holcim | 78.24 |
Name | Price |
---|---|
ROCHE GS | 250.00 |
LOGITECH INT. | 85.80 |
Swiss Re | 111.20 |
Compagnie Financi... | 142.75 |
ZURICH INSURANCE | 480.30 |