Last price paid | 0.41 | |
Change | -8.89% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 23.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +97.22% |
Year to date (YTD) | n.a. |
1 month | +5.13% |
3 months | +13.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 35.86 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 3.18 |
Implied volatility | 0.33 |
ISIN | CH1338501773 |
Symbol | ADEZFZ |
Security | 133850177 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 15.05.2024 |
Premium | 2.03% |
Premium p.a. | 4.08% |
Leverage | 4.15 |
Implied volatility | 32.55% |
Moneyness | in-the-money |
Leverage | 3.1787 |
Delta | -0.7650 |
Gamma | 0.0023 |
Theta | -0.0002 |
Rho | -0.0074 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 28.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.15 |
SONOVA HLDG N | 303.10 |
Alcon AG | 84.66 |
Nestlé SA | 85.52 |
ROCHE GS | 272.80 |
Name | Price |
---|---|
Holcim | 83.36 |
ABB Ltd | 49.41 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.40 |
SWISSCOM N | 554.00 |