Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.32% |
Year to date (YTD) | n.a. |
1 month | -93.42% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 27.11 |
Premium | 0.17% |
Premium p.a. | 1.86% |
Leverage | 21.69 |
Implied volatility | 0.37 |
ISIN | CH1305153087 |
Symbol | XAG25Z |
Security | 130515308 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 26.50 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 24.04.2024 |
Premium | 17.33% |
Premium p.a. | 186.05% |
Leverage | 583.85 |
Implied volatility | 36.56% |
Moneyness | out-of-the-money |
Leverage | 21.6892 |
Delta | -0.0371 |
Gamma | 0.0124 |
Theta | -0.0018 |
Rho | -0.0005 |
Vega | 0.0036 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 26.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'233.00 |
ROCHE GS | 229.40 |
ABB Ltd | 49.70 |
ZURICH INSURANCE | 469.50 |
Name | Price |
---|---|
Lonza Group | 485.10 |
UBS | 28.02 |
Partners Group Ho... | 1'195.00 |
GEBERIT N | 556.60 |
Holcim | 79.22 |