Last price paid | 0.29 | |
Change | +7.41% [ +0.02 ] | |
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 | +78.13% |
Year to date (YTD) | +107.14% |
1 month | +81.25% |
3 months | +20.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 41.10 |
Premium | 0.03% |
Premium p.a. | 0.06% |
Leverage | 3.75 |
Implied volatility | 0.31 |
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 | 3.13% |
Premium p.a. | 5.83% |
Leverage | 5.49 |
Implied volatility | 30.59% |
Moneyness | in-the-money |
Leverage | 3.7508 |
Delta | -0.6835 |
Gamma | 0.0025 |
Theta | -0.0003 |
Rho | -0.0073 |
Vega | 0.0041 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 30.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |