Last price paid | 2.11 | |
Change | -7.46% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +121.58% |
Year to date (YTD) | n.a. |
1 month | -22.43% |
3 months | +154.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 25.02 |
Premium | 0.06% |
Premium p.a. | 0.12% |
Leverage | 4.69 |
Implied volatility | 0.31 |
ISIN | CH1305144912 |
Symbol | XAG8FZ |
Security | 130514491 |
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 | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 14.03.2024 |
Premium | 6.10% |
Premium p.a. | 11.59% |
Leverage | 6.15 |
Implied volatility | 31.11% |
Moneyness | in-the-money |
Leverage | 4.6929 |
Delta | 0.7632 |
Gamma | 0.0264 |
Theta | -0.0035 |
Rho | 0.0409 |
Vega | 0.0290 |
Fair value | 0.79 |
Intrinsic value | n.a. |
Break-even | 30.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |