Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -77.78% |
Year to date (YTD) | -76.47% |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 41.10 |
Premium | 0.55% |
Premium p.a. | 1.02% |
Leverage | 7.98 |
Implied volatility | 0.40 |
ISIN | CH1281048186 |
Symbol | ADENPZ |
Security | 128104818 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 54.83% |
Premium p.a. | 102.11% |
Leverage | 78.15 |
Implied volatility | 40.47% |
Moneyness | out-of-the-money |
Leverage | 7.9817 |
Delta | 0.1021 |
Gamma | 0.0010 |
Theta | -0.0002 |
Rho | 0.0007 |
Vega | 0.0020 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 48.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.69 |
Partners Group Ho... | 1'166.50 |
GEBERIT N | 543.20 |
Nestlé SA | 94.66 |
UBS | 27.30 |
Name | Price |
---|---|
Swiss Life Hldg | 651.60 |
SONOVA HLDG N | 270.30 |
Swiss Re | 112.15 |
Holcim | 78.88 |
LOGITECH INT. | 86.68 |