Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 20'000.00 Unit | |
Date/time | 21.06.2024 12:00 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -92.14% |
Year to date (YTD) | -98.33% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 37.73 |
Premium | 0.48% |
Premium p.a. | 25.12% |
Leverage | 12.31 |
Implied volatility | 1.55 |
ISIN | CH1268381584 |
Symbol | ADEX8Z |
Security | 126838158 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 09.08.2023 |
Premium | 48.17% |
Premium p.a. | 2511.64% |
Leverage | 282.91 |
Implied volatility | 155.02% |
Moneyness | out-of-the-money |
Leverage | 12.3130 |
Delta | 0.0435 |
Gamma | 0.0007 |
Theta | -0.0020 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 46.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.90 |
LOGITECH INT. | 88.02 |
ABB Ltd | 50.06 |
Sika AG | 259.10 |
Lonza Group | 487.20 |
Name | Price |
---|---|
Compagnie Financi... | 143.45 |
ZURICH INSURANCE | 482.70 |
SWISSCOM N | 505.50 |
GEBERIT N | 541.20 |
Givaudan | 4'355.00 |