Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -55.95% |
Year to date (YTD) | n.a. |
1 month | -28.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 200.15 |
Premium | 0.17% |
Premium p.a. | 0.30% |
Leverage | 5.56 |
Implied volatility | 0.35 |
ISIN | CH1305147782 |
Symbol | ADSB2Z |
Security | 130514778 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.03.2024 |
Premium | 17.22% |
Premium p.a. | 29.52% |
Leverage | 24.14 |
Implied volatility | 35.26% |
Moneyness | out-of-the-money |
Leverage | 5.5570 |
Delta | -0.2302 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0071 |
Vega | 0.0104 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 190.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.80 |
Compagnie Financi... | 150.70 |
Holcim | 80.26 |
Swiss Re | 113.85 |
UBS | 28.55 |
Name | Price |
---|---|
Partners Group Ho... | 1'170.00 |
Lonza Group | 502.80 |
Sika AG | 271.60 |
GEBERIT N | 552.20 |
SWISSCOM N | 505.00 |