Last price paid | 0.18 | |
Change | +5.88% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Perf. since issue | +23.33% |
Year to date (YTD) | n.a. |
1 month | +80.00% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 35.18 |
Premium | 0.08% |
Premium p.a. | 0.11% |
Leverage | 4.05 |
Implied volatility | 0.30 |
ISIN | CH1305146628 |
Symbol | ADEGAZ |
Security | 130514662 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 8.30% |
Premium p.a. | 10.97% |
Leverage | 8.34 |
Implied volatility | 30.57% |
Moneyness | in-the-money |
Leverage | 4.0345 |
Delta | -0.4837 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | -0.0070 |
Vega | 0.0053 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 28.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |