Last price paid | 0.37 | |
Change | +15.63% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 09.07.2024 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 | +121.88% |
Year to date (YTD) | +164.29% |
1 month | +76.19% |
3 months | +48.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 41.10 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 3.17 |
Implied volatility | 0.33 |
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. | 3.99% |
Leverage | 4.15 |
Implied volatility | 32.92% |
Moneyness | in-the-money |
Leverage | 3.1684 |
Delta | -0.7631 |
Gamma | 0.0023 |
Theta | -0.0002 |
Rho | -0.0073 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 28.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 523.50 |
Partners Group Ho... | 1'214.50 |
UBS | 27.29 |
ROCHE GS | 246.10 |
Swiss Life Hldg | 673.40 |
Name | Price |
---|---|
LOGITECH INT. | 83.88 |
Alcon AG | 79.54 |
Givaudan | 4'348.00 |
Sika AG | 256.20 |
ABB Ltd | 49.80 |