Last price paid | 0.12 | |
Change | +33.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -28.13% |
Year to date (YTD) | +60.00% |
1 month | +84.62% |
3 months | +9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 35.15 |
Premium | 0.05% |
Premium p.a. | 0.18% |
Leverage | 7.03 |
Implied volatility | 0.30 |
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 | 4.99% |
Premium p.a. | 17.86% |
Leverage | 13.59 |
Implied volatility | 29.78% |
Moneyness | in-the-money |
Leverage | 7.0343 |
Delta | -0.5176 |
Gamma | 0.0040 |
Theta | -0.0004 |
Rho | -0.0026 |
Vega | 0.0033 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 29.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.28 |
Givaudan | 4'323.00 |
ABB Ltd | 50.18 |
Swiss Life Hldg | 635.80 |
ZURICH INSURANCE | 473.20 |
Name | Price |
---|---|
ROCHE GS | 244.30 |
NOVARTIS N | 93.76 |
Compagnie Financi... | 142.00 |
SONOVA HLDG N | 275.20 |
Sika AG | 254.70 |