Last price paid | 3.10 | |
Change | -4.32% [ -0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +506.86% |
Year to date (YTD) | +264.71% |
1 month | +16.54% |
3 months | +97.45% |
1 year | +282.72% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 31.99 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.07 |
Implied volatility | 0.32 |
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 | 1.15% |
Premium p.a. | 2.04% |
Leverage | 3.22 |
Implied volatility | 31.51% |
Moneyness | in-the-money |
Leverage | 3.0662 |
Delta | 0.9509 |
Gamma | 0.0017 |
Theta | -0.0009 |
Rho | 0.0361 |
Vega | 0.0076 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 50.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |