Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -92.55% |
Year to date (YTD) | n.a. |
1 month | -46.67% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 25.02 |
Premium | 0.29% |
Premium p.a. | 1.07% |
Leverage | 12.13 |
Implied volatility | 0.38 |
ISIN | CH1305144995 |
Symbol | XAGJ8Z |
Security | 130514499 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 23.00 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 14.03.2024 |
Premium | 28.75% |
Premium p.a. | 107.06% |
Leverage | 386.74 |
Implied volatility | 38.09% |
Moneyness | out-of-the-money |
Leverage | 12.1302 |
Delta | -0.0314 |
Gamma | 0.0066 |
Theta | -0.0009 |
Rho | -0.0012 |
Vega | 0.0049 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 22.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
SONOVA HLDG N | 303.40 |
Alcon AG | 84.66 |
ROCHE GS | 272.80 |
Nestlé SA | 85.50 |
Name | Price |
---|---|
Holcim | 83.30 |
ABB Ltd | 49.40 |
ZURICH INSURANCE | 513.60 |
Lonza Group | 539.20 |
SWISSCOM N | 553.50 |