Last price paid | 0.18 | |
Change | -18.18% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +15.63% |
Year to date (YTD) | +140.00% |
1 month | n.a. |
3 months | +63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 35.15 |
Premium | 0.01% |
Premium p.a. | 0.51% |
Leverage | 6.38 |
Implied volatility | 0.82 |
ISIN | CH1281034830 |
Symbol | ADEGPZ |
Security | 128103483 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 0.98% |
Premium p.a. | 51.08% |
Leverage | 7.72 |
Implied volatility | 81.80% |
Moneyness | in-the-money |
Leverage | 6.3795 |
Delta | -0.8259 |
Gamma | 0.0040 |
Theta | -0.0029 |
Rho | -0.0003 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 28.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 304.30 |
Compagnie Financi... | 133.10 |
Sika AG | 281.80 |
ROCHE GS | 272.50 |
Partners Group Ho... | 1'267.50 |
Name | Price |
---|---|
ABB Ltd | 49.69 |
Holcim | 84.12 |
Lonza Group | 537.20 |
SWISSCOM N | 553.50 |
LOGITECH INT. | 74.70 |