Last price paid | 0.84 | |
Change | +2.44% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +83.70% |
Year to date (YTD) | n.a. |
1 month | +121.05% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 27.04 |
Premium | 0.11% |
Premium p.a. | 0.32% |
Leverage | 7.73 |
Implied volatility | 0.31 |
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 | 11.31% |
Premium p.a. | 31.75% |
Leverage | 16.45 |
Implied volatility | 31.36% |
Moneyness | out-of-the-money |
Leverage | 7.7325 |
Delta | 0.4701 |
Gamma | 0.0382 |
Theta | -0.0048 |
Rho | 0.0203 |
Vega | 0.0330 |
Fair value | 0.85 |
Intrinsic value | n.a. |
Break-even | 33.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |