Last price paid | 0.24 | |
Change | -7.69% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +30.00% |
Year to date (YTD) | n.a. |
1 month | +14.29% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 35.18 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 4.50 |
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 | 4.81% |
Premium p.a. | 9.65% |
Leverage | 7.57 |
Implied volatility | 30.29% |
Moneyness | in-the-money |
Leverage | 4.5009 |
Delta | -0.5946 |
Gamma | 0.0031 |
Theta | -0.0003 |
Rho | -0.0053 |
Vega | 0.0040 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 28.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.00 |
Alcon AG | 84.68 |
SONOVA HLDG N | 303.00 |
ROCHE GS | 272.90 |
Nestlé SA | 85.52 |
Name | Price |
---|---|
Holcim | 83.42 |
ABB Ltd | 49.47 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.60 |
SWISSCOM N | 553.50 |