Last price paid | 0.26 | |
Change | -3.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 11.04.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -47.00% |
Year to date (YTD) | n.a. |
1 month | -64.86% |
3 months | -31.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 27.04 |
Premium | 0.30% |
Premium p.a. | 0.74% |
Leverage | 8.72 |
Implied volatility | 0.36 |
ISIN | CH1305150364 |
Symbol | XAGPXZ |
Security | 130515036 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 35.00 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 04.04.2024 |
Premium | 30.01% |
Premium p.a. | 74.01% |
Leverage | 44.74 |
Implied volatility | 36.07% |
Moneyness | out-of-the-money |
Leverage | 8.7215 |
Delta | 0.1949 |
Gamma | 0.0253 |
Theta | -0.0028 |
Rho | 0.0083 |
Vega | 0.0208 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 35.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |