Last price paid | 0.27 | |
Change | -6.90% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +64.29% |
Year to date (YTD) | +125.00% |
1 month | -6.90% |
3 months | +170.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 178.33 |
Premium | 0.01% |
Premium p.a. | 0.16% |
Leverage | 10.81 |
Implied volatility | 0.31 |
ISIN | CH1268376204 |
Symbol | ADS0RZ |
Security | 126837620 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 30.06.2023 |
Premium | 1.12% |
Premium p.a. | 16.34% |
Leverage | 13.33 |
Implied volatility | 31.08% |
Moneyness | in-the-money |
Leverage | 10.8095 |
Delta | 0.8109 |
Gamma | 0.0003 |
Theta | -0.0024 |
Rho | 0.0023 |
Vega | 0.0032 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 237.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'167.00 |
LOGITECH INT. | 88.82 |
Swiss Re | 114.10 |
NOVARTIS N | 92.86 |
Alcon AG | 80.12 |