Last price paid | 0.54 | |
Change | -1.82% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 17.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +147.92% |
Year to date (YTD) | n.a. |
1 month | +8.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 203.45 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 6.89 |
Implied volatility | 0.42 |
ISIN | CH1305151214 |
Symbol | ADSYTZ |
Security | 130515121 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 205.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 10.04.2024 |
Premium | 0.79% |
Premium p.a. | 11.49% |
Leverage | 7.67 |
Implied volatility | 41.91% |
Moneyness | in-the-money |
Leverage | 6.8878 |
Delta | 0.8975 |
Gamma | 0.0001 |
Theta | -0.0021 |
Rho | 0.0024 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 235.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.68 |
GEBERIT N | 555.80 |
SWISSCOM N | 502.50 |
ABB Ltd | 49.81 |
Nestlé SA | 96.26 |
Name | Price |
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Givaudan | 4'187.00 |
Swiss Re | 113.65 |
Partners Group Ho... | 1'197.00 |
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