Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 09.04.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -88.85% |
Year to date (YTD) | n.a. |
1 month | -58.82% |
3 months | -70.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.30 |
Underlying price on issue | 25.62 |
Premium | 0.17% |
Premium p.a. | 0.63% |
Leverage | 11.20 |
Implied volatility | 0.33 |
ISIN | CH1305149853 |
Symbol | XAG5UZ |
Security | 130514985 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 27.00 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 02.04.2024 |
Premium | 16.78% |
Premium p.a. | 62.51% |
Leverage | 92.98 |
Implied volatility | 32.54% |
Moneyness | out-of-the-money |
Leverage | 11.1994 |
Delta | -0.1205 |
Gamma | 0.0220 |
Theta | -0.0021 |
Rho | -0.0047 |
Vega | 0.0140 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 26.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.55 |
SONOVA HLDG N | 304.30 |
Sika AG | 282.30 |
Alcon AG | 84.44 |
Partners Group Ho... | 1'268.50 |
Name | Price |
---|---|
Holcim | 83.92 |
ABB Ltd | 49.74 |
Givaudan | 4'601.00 |
Swiss Re | 117.50 |
ZURICH INSURANCE | 514.80 |