Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.50% |
Year to date (YTD) | n.a. |
1 month | -76.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 25.21 |
Premium | 0.16% |
Premium p.a. | 3.23% |
Leverage | 29.39 |
Implied volatility | 0.40 |
ISIN | CH1305145562 |
Symbol | XAGC7Z |
Security | 130514556 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 24.50 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 18.03.2024 |
Premium | 15.95% |
Premium p.a. | 323.38% |
Leverage | 1'297.03 |
Implied volatility | 40.30% |
Moneyness | out-of-the-money |
Leverage | 29.3854 |
Delta | -0.0227 |
Gamma | 0.0115 |
Theta | -0.0016 |
Rho | -0.0001 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 24.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |