Last price paid | 1.52 | |
Change | -0.65% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.06.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +572.92% |
Year to date (YTD) | +590.91% |
1 month | +70.79% |
3 months | +322.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 34.91 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 5.15 |
Implied volatility | 0.23 |
ISIN | CH1268373193 |
Symbol | ABBWCZ |
Security | 126837319 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 43.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.06.2023 |
Premium | 2.50% |
Premium p.a. | 4.20% |
Leverage | 6.17 |
Implied volatility | 22.98% |
Moneyness | in-the-money |
Leverage | 5.1517 |
Delta | 0.8348 |
Gamma | 0.0056 |
Theta | -0.0013 |
Rho | 0.0399 |
Vega | 0.0191 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 51.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
ABB Ltd | 49.86 |
GEBERIT N | 555.40 |
Nestlé SA | 96.32 |
SWISSCOM N | 502.00 |
Name | Price |
---|---|
Givaudan | 4'194.00 |
Swiss Re | 113.85 |
SONOVA HLDG N | 283.70 |
Alcon AG | 80.04 |
NOVARTIS N | 92.93 |