Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.04.2024 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 | -99.17% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -87.50% |
1 year | -97.87% |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 29.31 |
Premium | 0.41% |
Premium p.a. | 6.78% |
Leverage | 12.82 |
Implied volatility | 0.91 |
ISIN | CH1237244509 |
Symbol | ABBRFZ |
Security | 123724450 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 30.00 |
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 | 40.84% |
Premium p.a. | 677.51% |
Leverage | 1'842.18 |
Implied volatility | 91.02% |
Moneyness | out-of-the-money |
Leverage | 12.8231 |
Delta | -0.0070 |
Gamma | 0.0003 |
Theta | -0.0009 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 29.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 91.62 |
Compagnie Financi... | 149.55 |
GEBERIT N | 562.20 |
Lonza Group | 506.60 |
Sika AG | 276.90 |
Name | Price |
---|---|
Partners Group Ho... | 1'192.50 |
Swiss Re | 111.75 |
NOVARTIS N | 94.23 |
SWISSCOM N | 506.00 |
ZURICH INSURANCE | 473.90 |