Last price paid | 1.88 | |
Change | +27.89% [ +0.41 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.09.2024 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 | +98.42% |
Year to date (YTD) | n.a. |
1 month | +31.47% |
3 months | -22.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 25.02 |
Premium | 0.03% |
Premium p.a. | 0.08% |
Leverage | 5.72 |
Implied volatility | 0.27 |
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 | 2.60% |
Premium p.a. | 8.40% |
Leverage | 6.71 |
Implied volatility | 27.20% |
Moneyness | in-the-money |
Leverage | 5.7172 |
Delta | 0.8523 |
Gamma | 0.0301 |
Theta | -0.0032 |
Rho | 0.0275 |
Vega | 0.0162 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 30.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |