Last price paid | 0.015 | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 24.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | -40.00% |
1 month | n.a. |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 1'072.90 |
Premium | 0.62% |
Premium p.a. | 7.82% |
Leverage | 8.44 |
Implied volatility | 1.05 |
ISIN | CH1268383762 |
Symbol | ADYYLZ |
Security | 126838376 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adyen, NL0012969182 |
Underlying ISIN | NL0012969182 |
Strike | 1'880.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 17.08.2023 |
Premium | 62.16% |
Premium p.a. | 782.39% |
Leverage | 114.65 |
Implied volatility | 105.43% |
Moneyness | out-of-the-money |
Leverage | 8.4380 |
Delta | 0.0736 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'890.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.00 |
LOGITECH INT. | 88.92 |
Lonza Group | 489.00 |
Partners Group Ho... | 1'205.50 |
UBS | 28.15 |
Name | Price |
---|---|
Swiss Re | 111.95 |
SONOVA HLDG N | 285.70 |
ROCHE GS | 227.80 |
ZURICH INSURANCE | 467.80 |
Swiss Life Hldg | 619.60 |