Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -69.23% |
Year to date (YTD) | -85.71% |
1 month | +100.00% |
3 months | -57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 34.68 |
Premium | 0.05% |
Premium p.a. | 0.49% |
Leverage | 17.99 |
Implied volatility | 0.26 |
ISIN | CH1268380099 |
Symbol | ADEXBZ |
Security | 126838009 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 37.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 27.07.2023 |
Premium | 4.83% |
Premium p.a. | 48.92% |
Leverage | 45.08 |
Implied volatility | 26.06% |
Moneyness | out-of-the-money |
Leverage | 17.9886 |
Delta | 0.3991 |
Gamma | 0.0065 |
Theta | -0.0008 |
Rho | 0.0007 |
Vega | 0.0022 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 37.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 232.50 |
Lonza Group | 511.80 |
ABB Ltd | 48.86 |
SWISSCOM N | 492.80 |
Givaudan | 4'228.00 |
Name | Price |
---|---|
NOVARTIS N | 91.54 |
UBS | 27.59 |
Partners Group Ho... | 1'208.50 |
GEBERIT N | 559.60 |
Alcon AG | 82.06 |