Last price paid | 0.47 | |
Change | -2.08% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -3.19% |
Year to date (YTD) | n.a. |
1 month | -4.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 230.50 |
Premium | 0.07% |
Premium p.a. | 0.13% |
Leverage | 4.51 |
Implied volatility | 0.33 |
ISIN | CH1305153269 |
Symbol | ADS5NZ |
Security | 130515326 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | adidas N, DE000A1EWWW0 |
Underlying ISIN | DE000A1EWWW0 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 24.04.2024 |
Premium | 6.83% |
Premium p.a. | 12.85% |
Leverage | 9.33 |
Implied volatility | 33.20% |
Moneyness | in-the-money |
Leverage | 4.5086 |
Delta | -0.4830 |
Gamma | 0.0002 |
Theta | -0.0008 |
Rho | -0.0133 |
Vega | 0.0123 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 206.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.80 |
KUEHNE & NAGEL | 261.30 |
Sika AG | 259.60 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.16 |
Name | Price |
---|---|
Compagnie Financi... | 142.60 |
ZURICH INSURANCE | 481.20 |
ROCHE GS | 251.40 |
UBS | 26.31 |
Swiss Re | 111.65 |