Last price paid | 0.48 | |
Change | -11.11% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 09.07.2024 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 | -33.10% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.71 |
Underlying price on issue | 30.76 |
Premium | 0.25% |
Premium p.a. | 0.54% |
Leverage | 7.88 |
Implied volatility | 0.34 |
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 | 24.58% |
Premium p.a. | 53.72% |
Leverage | 28.88 |
Implied volatility | 34.24% |
Moneyness | out-of-the-money |
Leverage | 7.8784 |
Delta | 0.2728 |
Gamma | 0.0215 |
Theta | -0.0036 |
Rho | 0.0123 |
Vega | 0.0308 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 38.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'372.00 |
SWISSCOM N | 515.50 |
Lonza Group | 504.60 |
LOGITECH INT. | 85.02 |
ROCHE GS | 244.60 |
Name | Price |
---|---|
Holcim | 81.08 |
UBS | 27.11 |
SONOVA HLDG N | 272.40 |
Alcon AG | 80.12 |
GEBERIT N | 536.20 |