Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.88% |
Year to date (YTD) | -81.82% |
1 month | n.a. |
3 months | -83.33% |
1 year | -97.14% |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 29.31 |
Premium | 0.44% |
Premium p.a. | 6.40% |
Leverage | 11.75 |
Implied volatility | 0.93 |
ISIN | CH1237244491 |
Symbol | ABBIVZ |
Security | 123724449 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 16.03.2023 |
Premium | 43.82% |
Premium p.a. | 639.76% |
Leverage | 1'810.55 |
Implied volatility | 93.23% |
Moneyness | out-of-the-money |
Leverage | 11.7494 |
Delta | -0.0065 |
Gamma | 0.0003 |
Theta | -0.0008 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 27.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |