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. | 0.62% |
Leverage | 11.26 |
Implied volatility | 0.32 |
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 | 16.67% |
Premium p.a. | 62.08% |
Leverage | 93.11 |
Implied volatility | 32.35% |
Moneyness | out-of-the-money |
Leverage | 11.2593 |
Delta | -0.1209 |
Gamma | 0.0222 |
Theta | -0.0021 |
Rho | -0.0048 |
Vega | 0.0141 |
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... | 133.25 |
SONOVA HLDG N | 303.90 |
Sika AG | 282.00 |
Alcon AG | 84.44 |
ROCHE GS | 272.80 |
Name | Price |
---|---|
Holcim | 83.98 |
ABB Ltd | 49.72 |
Lonza Group | 539.00 |
Swiss Re | 117.45 |
ZURICH INSURANCE | 514.60 |