Last price paid | 0.29 | |
Change | -9.38% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +137.50% |
Year to date (YTD) | -6.45% |
1 month | +7.41% |
3 months | -48.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 800.00 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 3.78 |
Implied volatility | 0.70 |
ISIN | CH1268384604 |
Symbol | ADY8JZ |
Security | 126838460 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adyen, NL0012969182 |
Underlying ISIN | NL0012969182 |
Strike | 900.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 22.08.2023 |
Premium | 0.94% |
Premium p.a. | 11.49% |
Leverage | 4.08 |
Implied volatility | 69.95% |
Moneyness | in-the-money |
Leverage | 3.7821 |
Delta | 0.9273 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0007 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 1'188.72 |
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 |