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 | +26.19% |
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. | 0.18% |
Leverage | 12.94 |
Implied volatility | 0.26 |
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 | 1.36% |
Premium p.a. | 17.66% |
Leverage | 17.04 |
Implied volatility | 26.47% |
Moneyness | in-the-money |
Leverage | 12.9392 |
Delta | 0.7594 |
Gamma | 0.0004 |
Theta | -0.0022 |
Rho | 0.0024 |
Vega | 0.0039 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 233.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |