Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -75.53% |
Year to date (YTD) | n.a. |
1 month | -62.07% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 25.02 |
Premium | 0.25% |
Premium p.a. | 0.41% |
Leverage | 8.81 |
Implied volatility | 0.30 |
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 | 24.93% |
Premium p.a. | 40.62% |
Leverage | 120.47 |
Implied volatility | 29.59% |
Moneyness | out-of-the-money |
Leverage | 8.8095 |
Delta | -0.0731 |
Gamma | 0.0108 |
Theta | -0.0008 |
Rho | -0.0069 |
Vega | 0.0151 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 22.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |