Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 25.06.2024 |
Settlement date | 25.09.2023 |
Last trading | 25.06.2024 |
Final fixing | 25.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.45% |
Year to date (YTD) | -90.00% |
1 month | -50.00% |
3 months | -91.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 23.11 |
Premium | 0.22% |
Premium p.a. | 1.76% |
Leverage | 13.97 |
Implied volatility | 0.45 |
ISIN | CH1268389124 |
Symbol | XAGTJZ |
Security | 126838912 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 18.09.2023 |
Premium | 22.14% |
Premium p.a. | 175.69% |
Leverage | 278.60 |
Implied volatility | 45.45% |
Moneyness | out-of-the-money |
Leverage | 13.9717 |
Delta | -0.0501 |
Gamma | 0.0023 |
Theta | -0.0005 |
Rho | -0.0002 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 23.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
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GEBERIT N | 561.40 |