Last price paid | 0.40 | |
Change | +21.21% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.08.2024 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 | +153.13% |
Year to date (YTD) | +185.71% |
1 month | +21.21% |
3 months | +48.15% |
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 | 2.76 |
Implied volatility | 0.38 |
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 | 1.97% |
Premium p.a. | 4.57% |
Leverage | 3.51 |
Implied volatility | 37.99% |
Moneyness | in-the-money |
Leverage | 2.7645 |
Delta | -0.7868 |
Gamma | 0.0020 |
Theta | -0.0003 |
Rho | -0.0066 |
Vega | 0.0027 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 27.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 89.40 |
SWISSCOM N | 529.50 |
ROCHE GS | 281.10 |
NOVARTIS N | 96.61 |
Givaudan | 4'197.00 |
Name | Price |
---|---|
UBS | 24.13 |
ABB Ltd | 44.69 |
LOGITECH INT. | 73.12 |
Sika AG | 248.40 |
Holcim | 76.60 |