Last price paid | 0.32 | |
Change | +3.23% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.07.2024 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 | +103.13% |
Year to date (YTD) | +128.57% |
1 month | +10.34% |
3 months | +28.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 41.10 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 3.44 |
Implied volatility | 0.32 |
ISIN | CH1281048210 |
Symbol | ADEGCZ |
Security | 128104821 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 2.38% |
Premium p.a. | 5.00% |
Leverage | 4.65 |
Implied volatility | 32.40% |
Moneyness | in-the-money |
Leverage | 3.4370 |
Delta | -0.7393 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | -0.0069 |
Vega | 0.0034 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 29.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 558.80 |
KUEHNE & NAGEL | 259.70 |
Compagnie Financi... | 138.35 |
Sika AG | 262.80 |
Holcim | 84.04 |
Name | Price |
---|---|
Swiss Re | 109.40 |
Partners Group Ho... | 1'229.50 |
SONOVA HLDG N | 271.20 |
ZURICH INSURANCE | 476.00 |
LOGITECH INT. | 82.14 |