Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 26.03.2024 |
Settlement date | 11.12.2023 |
Last trading | 26.03.2024 |
Final fixing | 26.03.2024 |
Currency redemption | CHF |
Perf. since issue | -98.25% |
Year to date (YTD) | -93.75% |
1 month | -78.57% |
3 months | -95.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 25.13 |
Premium | 0.05% |
Premium p.a. | 2.10% |
Leverage | 76.70 |
Implied volatility | 0.20 |
ISIN | CH1281047402 |
Symbol | XAGPHZ |
Security | 128104740 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 04.04.2024 |
Underlying | Troy Ounce of Silver in USD, XC0009653103 |
Underlying ISIN | XC0009653103 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 2.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 2 |
Value day | 04.12.2023 |
Premium | 5.17% |
Premium p.a. | 209.72% |
Leverage | 1'115.12 |
Implied volatility | 20.14% |
Moneyness | out-of-the-money |
Leverage | 76.7025 |
Delta | 0.0688 |
Gamma | 0.0914 |
Theta | -0.0025 |
Rho | 0.0002 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 26.02 |
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 |
Swiss Re | 110.10 |
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 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |