Last price paid | 0.065 | |
Change | -53.57% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -83.33% |
Year to date (YTD) | -45.83% |
1 month | -77.59% |
3 months | -65.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 178.33 |
Premium | 0.03% |
Premium p.a. | 0.97% |
Leverage | 39.90 |
Implied volatility | 0.23 |
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 | 2.66% |
Premium p.a. | 96.96% |
Leverage | 117.42 |
Implied volatility | 23.39% |
Moneyness | out-of-the-money |
Leverage | 39.9024 |
Delta | 0.3398 |
Gamma | 0.0009 |
Theta | -0.0031 |
Rho | 0.0004 |
Vega | 0.0025 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 221.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.60 |
Swiss Life Hldg | 646.60 |
ABB Ltd | 50.84 |
Sika AG | 256.30 |
Swiss Re | 111.05 |
Name | Price |
---|---|
Compagnie Financi... | 140.95 |
Nestlé SA | 94.60 |
NOVARTIS N | 93.27 |
SONOVA HLDG N | 271.30 |
Alcon AG | 78.52 |