Last price paid | 0.015 | |
Change | -70.00% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.09.2024 17:20 |
Fixing | 24.09.2024 |
Settlement date | 11.04.2024 |
Last trading | 24.09.2024 |
Final fixing | 24.09.2024 |
Currency redemption | CHF |
Perf. since issue | -97.83% |
Year to date (YTD) | n.a. |
1 month | -93.48% |
3 months | -97.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 27.04 |
Premium | 0.04% |
Premium p.a. | 1.85% |
Leverage | 106.84 |
Implied volatility | 0.17 |
ISIN | CH1305150356 |
Symbol | XAGFHZ |
Security | 130515035 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 01.10.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 32.00 |
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 | 3.54% |
Premium p.a. | 184.53% |
Leverage | 1'311.59 |
Implied volatility | 16.51% |
Moneyness | out-of-the-money |
Leverage | 106.8385 |
Delta | 0.0815 |
Gamma | 0.1200 |
Theta | -0.0030 |
Rho | 0.0002 |
Vega | 0.0026 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 32.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |