Last price paid | 2.30 | |
Change | -6.88% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +831.25% |
Year to date (YTD) | +521.62% |
1 month | +32.18% |
3 months | +187.50% |
1 year | +505.26% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 31.99 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 4.05 |
Implied volatility | 0.27 |
ISIN | CH1250729212 |
Symbol | ABBFDZ |
Security | 125072921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 04.05.2023 |
Premium | 1.74% |
Premium p.a. | 3.08% |
Leverage | 4.50 |
Implied volatility | 26.79% |
Moneyness | in-the-money |
Leverage | 4.0521 |
Delta | 0.9002 |
Gamma | 0.0035 |
Theta | -0.0012 |
Rho | 0.0385 |
Vega | 0.0132 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 51.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 248.30 |
Lonza Group | 484.40 |
Nestlé SA | 95.62 |
NOVARTIS N | 94.44 |
KUEHNE & NAGEL | 258.50 |
Name | Price |
---|---|
Compagnie Financi... | 142.85 |
LOGITECH INT. | 89.64 |
Partners Group Ho... | 1'161.00 |
UBS | 26.91 |
Alcon AG | 80.80 |