Last price paid | 0.54 | |
Change | -3.57% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -51.80% |
Year to date (YTD) | n.a. |
1 month | +237.50% |
3 months | -19.40% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.11 |
Underlying price on issue | 25.02 |
Premium | 0.08% |
Premium p.a. | 0.20% |
Leverage | 7.49 |
Implied volatility | 0.28 |
ISIN | CH1305145067 |
Symbol | XAGIIZ |
Security | 130514506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 26.00 |
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 | 8.03% |
Premium p.a. | 19.67% |
Leverage | 21.77 |
Implied volatility | 28.25% |
Moneyness | out-of-the-money |
Leverage | 7.4867 |
Delta | -0.3439 |
Gamma | 0.0437 |
Theta | -0.0020 |
Rho | -0.0185 |
Vega | 0.0274 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 24.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |