Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.00% |
Year to date (YTD) | n.a. |
1 month | -75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 25.21 |
Premium | 0.20% |
Premium p.a. | 1.84% |
Leverage | 20.46 |
Implied volatility | 0.37 |
ISIN | CH1305145562 |
Symbol | XAGC7Z |
Security | 130514556 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 24.50 |
C/P type | put |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 18.03.2024 |
Premium | 19.70% |
Premium p.a. | 184.39% |
Leverage | 696.47 |
Implied volatility | 37.30% |
Moneyness | out-of-the-money |
Leverage | 20.4571 |
Delta | -0.0294 |
Gamma | 0.0098 |
Theta | -0.0014 |
Rho | -0.0005 |
Vega | 0.0030 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 24.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
Lonza Group | 514.00 |
Partners Group Ho... | 1'224.00 |
KUEHNE & NAGEL | 244.30 |
Swiss Re | 111.15 |
Name | Price |
---|---|
NOVARTIS N | 91.41 |
LOGITECH INT. | 86.94 |
Sika AG | 281.10 |
Alcon AG | 82.00 |
ZURICH INSURANCE | 468.20 |