Last price paid | 0.58 | |
Change | +5.45% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +19.00% |
Year to date (YTD) | n.a. |
1 month | +31.82% |
3 months | +26.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 27.04 |
Premium | 0.13% |
Premium p.a. | 0.49% |
Leverage | 8.67 |
Implied volatility | 0.35 |
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 | 13.25% |
Premium p.a. | 49.36% |
Leverage | 22.75 |
Implied volatility | 35.29% |
Moneyness | out-of-the-money |
Leverage | 8.6665 |
Delta | 0.3809 |
Gamma | 0.0385 |
Theta | -0.0054 |
Rho | 0.0122 |
Vega | 0.0267 |
Fair value | 0.60 |
Intrinsic value | n.a. |
Break-even | 36.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.15 |
SONOVA HLDG N | 303.30 |
Alcon AG | 84.54 |
Sika AG | 281.60 |
ROCHE GS | 272.50 |
Name | Price |
---|---|
Holcim | 83.42 |
ABB Ltd | 49.38 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.00 |
Swiss Life Hldg | 711.20 |