Last price paid | 2.97 | |
Change | +4.95% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.08.2024 17:20 |
Fixing | 25.03.2025 |
Settlement date | 14.06.2024 |
Last trading | 25.03.2025 |
Final fixing | 25.03.2025 |
Currency redemption | CHF |
Perf. since issue | +47.77% |
Year to date (YTD) | n.a. |
1 month | +65.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.02 |
Underlying price on issue | 30.75 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 2.64 |
Implied volatility | 0.38 |
ISIN | CH1338508687 |
Symbol | XAGWXZ |
Security | 133850868 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 01.04.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 33.50 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 07.06.2024 |
Premium | 1.59% |
Premium p.a. | 2.54% |
Leverage | 3.90 |
Implied volatility | 38.15% |
Moneyness | in-the-money |
Leverage | 2.6367 |
Delta | -0.6759 |
Gamma | 0.0230 |
Theta | -0.0013 |
Rho | -0.0549 |
Vega | 0.0332 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 26.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 102.65 |
ABB Ltd | 44.99 |
ROCHE GS | 273.70 |
SONOVA HLDG N | 280.10 |
Swiss Life Hldg | 641.20 |
Name | Price |
---|---|
Alcon AG | 78.48 |
ZURICH INSURANCE | 456.60 |
Lonza Group | 552.80 |
KUEHNE & NAGEL | 252.10 |
Sika AG | 245.00 |