Last price paid | n.a. | |
Change | -55.56% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 25.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.15% |
Year to date (YTD) | n.a. |
1 month | -95.74% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 28.26 |
Premium | 0.05% |
Premium p.a. | 2.50% |
Leverage | 73.93 |
Implied volatility | 0.23 |
ISIN | CH1305151743 |
Symbol | XAG01Z |
Security | 130515174 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 31.00 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 15.04.2024 |
Premium | 4.79% |
Premium p.a. | 249.64% |
Leverage | 881.34 |
Implied volatility | 22.73% |
Moneyness | out-of-the-money |
Leverage | 73.9276 |
Delta | 0.0839 |
Gamma | 0.0903 |
Theta | -0.0044 |
Rho | 0.0002 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 31.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.40 |
KUEHNE & NAGEL | 260.00 |
Compagnie Financi... | 138.45 |
Sika AG | 262.80 |
ROCHE GS | 259.30 |
Name | Price |
---|---|
Swiss Re | 109.35 |
Partners Group Ho... | 1'228.50 |
ZURICH INSURANCE | 476.10 |
SONOVA HLDG N | 271.90 |
Nestlé SA | 92.68 |