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. | 0.40% |
Leverage | 8.20 |
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 | 14.03% |
Premium p.a. | 40.33% |
Leverage | 36.06 |
Implied volatility | 32.42% |
Moneyness | out-of-the-money |
Leverage | 8.1987 |
Delta | -0.2274 |
Gamma | 0.0022 |
Theta | -0.0004 |
Rho | -0.0016 |
Vega | 0.0032 |
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 |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |