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 | 0.61% |
Premium p.a. | 7.40% |
Leverage | 8.55 |
Implied volatility | 1.02 |
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 | 60.86% |
Premium p.a. | 740.49% |
Leverage | 116.00 |
Implied volatility | 102.08% |
Moneyness | out-of-the-money |
Leverage | 8.5519 |
Delta | 0.0737 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'890.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |