Last price paid | 0.025 | |
Change | -37.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 11.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.69% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.65 |
Underlying price on issue | 27.05 |
Premium | 0.08% |
Premium p.a. | 2.34% |
Leverage | 44.19 |
Implied volatility | 0.29 |
ISIN | CH1305150430 |
Symbol | XAGYLZ |
Security | 130515043 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
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 | 04.04.2024 |
Premium | 8.32% |
Premium p.a. | 233.58% |
Leverage | 866.85 |
Implied volatility | 28.68% |
Moneyness | out-of-the-money |
Leverage | 44.1869 |
Delta | -0.0510 |
Gamma | 0.0368 |
Theta | -0.0026 |
Rho | -0.0002 |
Vega | 0.0025 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 26.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ZURICH INSURANCE | 483.40 |
ROCHE GS | 249.80 |
Holcim | 81.48 |
NOVARTIS N | 93.75 |
KUEHNE & NAGEL | 260.00 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Lonza Group | 472.50 |
GEBERIT N | 540.00 |
LOGITECH INT. | 87.48 |
SONOVA HLDG N | 269.90 |