Last price paid | 0.29 | |
Change | -9.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +129.17% |
Year to date (YTD) | -6.45% |
1 month | +7.41% |
3 months | -48.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 800.00 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 3.79 |
Implied volatility | 0.75 |
ISIN | CH1268384604 |
Symbol | ADY8JZ |
Security | 126838460 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adyen, NL0012969182 |
Underlying ISIN | NL0012969182 |
Strike | 900.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.08.2023 |
Premium | 1.20% |
Premium p.a. | 15.10% |
Leverage | 4.17 |
Implied volatility | 75.12% |
Moneyness | in-the-money |
Leverage | 3.7940 |
Delta | 0.9100 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0006 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'179.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 91.30 |
Lonza Group | 485.20 |
Holcim | 79.28 |
Swiss Re | 113.70 |
Compagnie Financi... | 142.65 |
Name | Price |
---|---|
ROCHE GS | 226.70 |
GEBERIT N | 549.60 |
KUEHNE & NAGEL | 247.90 |
Sika AG | 273.90 |
SWISSCOM N | 488.20 |