Last price paid | 2.81 | |
Change | +2.55% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +188.95% |
Year to date (YTD) | n.a. |
1 month | +39.80% |
3 months | +43.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 25.02 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 4.48 |
Implied volatility | 0.33 |
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 | 1.76% |
Premium p.a. | 6.54% |
Leverage | 4.91 |
Implied volatility | 33.00% |
Moneyness | in-the-money |
Leverage | 4.4845 |
Delta | 0.9137 |
Gamma | 0.0171 |
Theta | -0.0031 |
Rho | 0.0257 |
Vega | 0.0110 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 32.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.25 |
SONOVA HLDG N | 304.30 |
Sika AG | 282.20 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.92 |
ABB Ltd | 49.75 |
Givaudan | 4'601.00 |
Swiss Re | 117.50 |
Lonza Group | 539.80 |