Last price paid | 0.56 | |
Change | -6.67% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
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 | +225.00% |
Year to date (YTD) | +143.48% |
1 month | +7.69% |
3 months | +86.67% |
1 year | +86.67% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 156.39 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 8.79 |
Implied volatility | 0.37 |
ISIN | CH1268366593 |
Symbol | ADSJSZ |
Security | 126836659 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 200.00 |
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 | 0.32% |
Premium p.a. | 8.40% |
Leverage | 9.37 |
Implied volatility | 37.42% |
Moneyness | in-the-money |
Leverage | 8.7900 |
Delta | 0.9384 |
Gamma | 0.0002 |
Theta | -0.0017 |
Rho | 0.0014 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 223.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 246.90 |
Nestlé SA | 95.50 |
Lonza Group | 481.90 |
NOVARTIS N | 94.16 |
SWISSCOM N | 494.80 |
Name | Price |
---|---|
LOGITECH INT. | 88.16 |
Compagnie Financi... | 142.60 |
UBS | 26.63 |
Partners Group Ho... | 1'152.50 |
Sika AG | 257.90 |