Last price paid | 0.09 | |
Change | +12.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 24.09.2024 |
Settlement date | 02.04.2024 |
Last trading | 24.09.2024 |
Final fixing | 24.09.2024 |
Currency redemption | CHF |
Perf. since issue | -88.24% |
Year to date (YTD) | n.a. |
1 month | -10.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.68 |
Underlying price on issue | 24.60 |
Premium | 0.15% |
Premium p.a. | 0.58% |
Leverage | 14.76 |
Implied volatility | 0.27 |
ISIN | CH1305148228 |
Symbol | XAGJFZ |
Security | 130514822 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 01.10.2024 |
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 | 22.03.2024 |
Premium | 15.38% |
Premium p.a. | 57.87% |
Leverage | 161.15 |
Implied volatility | 26.74% |
Moneyness | out-of-the-money |
Leverage | 14.7596 |
Delta | -0.0916 |
Gamma | 0.0231 |
Theta | -0.0013 |
Rho | -0.0033 |
Vega | 0.0109 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 24.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 261.00 |
SONOVA HLDG N | 274.60 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 488.00 |
Alcon AG | 80.40 |
Name | Price |
---|---|
Compagnie Financi... | 142.25 |
ROCHE GS | 250.00 |
Swiss Re | 111.15 |
ZURICH INSURANCE | 479.70 |
Nestlé SA | 92.90 |