Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -21.43% |
Year to date (YTD) | -20.00% |
1 month | -11.11% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 1'195.70 |
Premium | 0.13% |
Premium p.a. | 0.22% |
Leverage | 2.93 |
Implied volatility | 0.49 |
ISIN | CH1281050513 |
Symbol | ADYZGZ |
Security | 128105051 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | Adyen, NL0012969182 |
Underlying ISIN | NL0012969182 |
Strike | 1'200.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 08.12.2023 |
Premium | 12.93% |
Premium p.a. | 22.05% |
Leverage | 7.04 |
Implied volatility | 48.60% |
Moneyness | in-the-money |
Leverage | 2.9275 |
Delta | -0.4160 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | -0.0038 |
Vega | 0.0035 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 1'031.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |