Last price paid | 1.49 | |
Change | -0.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +896.88% |
Year to date (YTD) | +1390.00% |
1 month | +112.86% |
3 months | +727.78% |
1 year | +1141.67% |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 33.94 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 5.94 |
Implied volatility | 0.41 |
ISIN | CH1250735144 |
Symbol | ABBVDZ |
Security | 125073514 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.05.2023 |
Premium | 0.31% |
Premium p.a. | 4.54% |
Leverage | 6.25 |
Implied volatility | 40.98% |
Moneyness | in-the-money |
Leverage | 5.9394 |
Delta | 0.9508 |
Gamma | 0.0038 |
Theta | -0.0024 |
Rho | 0.0054 |
Vega | 0.0026 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 49.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.14 |
ABB Ltd | 49.64 |
SWISSCOM N | 500.50 |
GEBERIT N | 551.20 |
ROCHE GS | 231.30 |
Name | Price |
---|---|
LOGITECH INT. | 87.64 |
Swiss Re | 113.35 |
Givaudan | 4'212.00 |
NOVARTIS N | 92.74 |
Alcon AG | 80.00 |