Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 35.86 |
Premium | 0.22% |
Premium p.a. | 0.45% |
Leverage | 8.09 |
Implied volatility | 0.32 |
ISIN | CH1338501740 |
Symbol | ADE01Z |
Security | 133850174 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 15.05.2024 |
Premium | 22.27% |
Premium p.a. | 44.67% |
Leverage | 30.26 |
Implied volatility | 32.05% |
Moneyness | out-of-the-money |
Leverage | 8.0928 |
Delta | 0.2674 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | 0.0018 |
Vega | 0.0035 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 37.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 110.20 |
Holcim | 81.76 |
Swiss Life Hldg | 669.00 |
Givaudan | 4'305.00 |
ZURICH INSURANCE | 475.50 |
Name | Price |
---|---|
KUEHNE & NAGEL | 255.90 |
Compagnie Financi... | 138.25 |
Partners Group Ho... | 1'206.50 |
SONOVA HLDG N | 274.20 |
Sika AG | 258.60 |