Last price paid | 1.35 | |
Change | -7.53% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | +158.65% |
Year to date (YTD) | n.a. |
1 month | +50.52% |
3 months | +48.98% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 25.02 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 6.84 |
Implied volatility | 0.31 |
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 | 4.75% |
Premium p.a. | 17.69% |
Leverage | 9.92 |
Implied volatility | 31.47% |
Moneyness | in-the-money |
Leverage | 6.8439 |
Delta | 0.6897 |
Gamma | 0.0405 |
Theta | -0.0049 |
Rho | 0.0211 |
Vega | 0.0244 |
Fair value | 0.63 |
Intrinsic value | n.a. |
Break-even | 33.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |