Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.03.2024 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 | -85.71% |
Year to date (YTD) | -62.50% |
1 month | n.a. |
3 months | -62.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 23.11 |
Premium | 0.35% |
Premium p.a. | 3.24% |
Leverage | 9.34 |
Implied volatility | 0.76 |
ISIN | CH1268389082 |
Symbol | XAGXYZ |
Security | 126838908 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 02.07.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 20.00 |
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 | 34.59% |
Premium p.a. | 323.69% |
Leverage | 278.22 |
Implied volatility | 76.09% |
Moneyness | out-of-the-money |
Leverage | 9.3359 |
Delta | -0.0336 |
Gamma | 0.0011 |
Theta | -0.0006 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 19.89 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Lonza Group | 515.20 |
UBS | 28.10 |
Swiss Re | 111.75 |
Holcim | 79.84 |
Name | Price |
---|---|
Alcon AG | 81.70 |
NOVARTIS N | 91.64 |
SONOVA HLDG N | 294.80 |
Givaudan | 4'208.00 |
LOGITECH INT. | 87.40 |