Last price paid | 2.66 | |
Change | -3.62% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | +420.59% |
Year to date (YTD) | +212.94% |
1 month | +0.76% |
3 months | -20.36% |
1 year | +491.11% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 31.99 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 3.51 |
Implied volatility | 0.33 |
ISIN | CH1250729204 |
Symbol | ABBPGZ |
Security | 125072920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 35.00 |
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 | 0.49% |
Premium p.a. | 1.65% |
Leverage | 3.62 |
Implied volatility | 33.07% |
Moneyness | in-the-money |
Leverage | 3.5074 |
Delta | 0.9692 |
Gamma | 0.0016 |
Theta | -0.0008 |
Rho | 0.0197 |
Vega | 0.0036 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 48.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |