Last price paid | 0.29 | |
Change | +3.57% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.09.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 14.06.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -58.45% |
Year to date (YTD) | n.a. |
1 month | +11.54% |
3 months | -34.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 30.76 |
Premium | 0.23% |
Premium p.a. | 0.86% |
Leverage | 9.63 |
Implied volatility | 0.39 |
ISIN | CH1338509313 |
Symbol | XAGMWZ |
Security | 133850931 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 37.00 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 07.06.2024 |
Premium | 22.90% |
Premium p.a. | 86.16% |
Leverage | 44.03 |
Implied volatility | 38.61% |
Moneyness | out-of-the-money |
Leverage | 9.6291 |
Delta | 0.2187 |
Gamma | 0.0212 |
Theta | -0.0043 |
Rho | 0.0056 |
Vega | 0.0198 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 37.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.80 |
GEBERIT N | 550.60 |
Holcim | 82.72 |
Sika AG | 272.00 |
LOGITECH INT. | 73.52 |
Name | Price |
---|---|
Lonza Group | 539.40 |
SONOVA HLDG N | 301.90 |
Givaudan | 4'538.00 |
Alcon AG | 83.00 |
NOVARTIS N | 98.03 |