Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 04.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -89.47% |
Year to date (YTD) | -58.33% |
1 month | -86.84% |
3 months | -73.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 34.68 |
Premium | 0.06% |
Premium p.a. | 0.59% |
Leverage | 21.15 |
Implied volatility | 0.24 |
ISIN | CH1268380131 |
Symbol | ADET0Z |
Security | 126838013 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Adecco Group N, CH0012138605 |
Underlying ISIN | CH0012138605 |
Strike | 34.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 27.07.2023 |
Premium | 6.15% |
Premium p.a. | 59.03% |
Leverage | 89.50 |
Implied volatility | 24.14% |
Moneyness | out-of-the-money |
Leverage | 21.1463 |
Delta | -0.2363 |
Gamma | 0.0055 |
Theta | -0.0005 |
Rho | -0.0005 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 33.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.30 |
LOGITECH INT. | 83.92 |
Alcon AG | 80.70 |
Sika AG | 283.10 |
NOVARTIS N | 93.79 |
Name | Price |
---|---|
Lonza Group | 508.40 |
SONOVA HLDG N | 281.40 |
Nestlé SA | 95.38 |
Compagnie Financi... | 143.20 |
KUEHNE & NAGEL | 245.40 |