Last price paid | 1.62 | |
Change | +21.80% [ +0.29 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +212.50% |
Year to date (YTD) | n.a. |
1 month | +42.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 25.02 |
Premium | 0.10% |
Premium p.a. | 0.15% |
Leverage | 5.50 |
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 | 9.55% |
Premium p.a. | 15.08% |
Leverage | 8.56 |
Implied volatility | 28.07% |
Moneyness | in-the-money |
Leverage | 5.5020 |
Delta | 0.6426 |
Gamma | 0.0300 |
Theta | -0.0036 |
Rho | 0.0463 |
Vega | 0.0413 |
Fair value | 1.33 |
Intrinsic value | n.a. |
Break-even | 33.58 |
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 |
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Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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