Last price paid | 3.03 | |
Change | -0.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +493.14% |
Year to date (YTD) | +256.47% |
1 month | +2.02% |
3 months | +76.16% |
1 year | +345.59% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 31.99 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.10 |
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 | 1.16% |
Premium p.a. | 2.18% |
Leverage | 3.28 |
Implied volatility | 32.53% |
Moneyness | in-the-money |
Leverage | 3.1033 |
Delta | 0.9473 |
Gamma | 0.0018 |
Theta | -0.0009 |
Rho | 0.0338 |
Vega | 0.0078 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 50.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |