Last price paid | 0.94 | |
Change | -4.08% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +210.00% |
Year to date (YTD) | +84.31% |
1 month | -20.34% |
3 months | +42.42% |
1 year | +56.67% |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 156.39 |
Premium | 0.00% |
Premium p.a. | 0.11% |
Leverage | 4.35 |
Implied volatility | 0.99 |
ISIN | CH1268366601 |
Symbol | ADSFLZ |
Security | 126836660 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 170.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 02.06.2023 |
Premium | 0.21% |
Premium p.a. | 10.91% |
Leverage | 4.48 |
Implied volatility | 98.50% |
Moneyness | in-the-money |
Leverage | 4.3501 |
Delta | 0.9716 |
Gamma | 0.0000 |
Theta | -0.0027 |
Rho | 0.0006 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 218.76 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |