Last price paid | 2.23 | |
Change | +2.76% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +877.08% |
Year to date (YTD) | +502.70% |
1 month | +31.18% |
3 months | +168.67% |
1 year | +457.50% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 31.99 |
Premium | 0.02% |
Premium p.a. | 0.03% |
Leverage | 3.93 |
Implied volatility | 0.28 |
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 | 1.66% |
Premium p.a. | 3.00% |
Leverage | 4.34 |
Implied volatility | 27.56% |
Moneyness | in-the-money |
Leverage | 3.9326 |
Delta | 0.9062 |
Gamma | 0.0032 |
Theta | -0.0012 |
Rho | 0.0381 |
Vega | 0.0127 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 51.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.40 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.84 |
Givaudan | 4'346.00 |
Sika AG | 256.20 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
Nestlé SA | 94.56 |
NOVARTIS N | 93.08 |
SONOVA HLDG N | 271.50 |
Alcon AG | 78.52 |