Last price paid | 0.055 | |
Change | -15.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | -26.67% |
1 month | n.a. |
3 months | -45.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 35.15 |
Premium | 0.14% |
Premium p.a. | 0.39% |
Leverage | 8.12 |
Implied volatility | 0.32 |
ISIN | CH1281034830 |
Symbol | ADEGPZ |
Security | 128103483 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 14.27% |
Premium p.a. | 39.16% |
Leverage | 36.16 |
Implied volatility | 32.06% |
Moneyness | out-of-the-money |
Leverage | 8.1216 |
Delta | -0.2246 |
Gamma | 0.0021 |
Theta | -0.0004 |
Rho | -0.0017 |
Vega | 0.0033 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 31.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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