Last price paid | 0.62 | |
Change | +10.71% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +87.14% |
Year to date (YTD) | n.a. |
1 month | +1.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 200.10 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 4.69 |
Implied volatility | 0.34 |
ISIN | CH1305147428 |
Symbol | ADSZHZ |
Security | 130514742 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.03.2024 |
Premium | 8.52% |
Premium p.a. | 14.33% |
Leverage | 6.97 |
Implied volatility | 33.53% |
Moneyness | in-the-money |
Leverage | 4.6939 |
Delta | 0.6732 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0144 |
Vega | 0.0127 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 253.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
GEBERIT N | 555.80 |
ABB Ltd | 49.85 |
SWISSCOM N | 502.50 |
Nestlé SA | 96.26 |
Name | Price |
---|---|
Givaudan | 4'187.00 |
Swiss Re | 113.65 |
Partners Group Ho... | 1'197.00 |
NOVARTIS N | 92.84 |
Sika AG | 272.10 |