Last price paid | 0.001 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 90'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -99.00% |
Year to date (YTD) | -99.55% |
1 month | -96.00% |
3 months | -98.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 34.91 |
Premium | 0.32% |
Premium p.a. | 4.64% |
Leverage | 16.82 |
Implied volatility | 0.64 |
ISIN | CH1268373169 |
Symbol | ABBWLZ |
Security | 126837316 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 34.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.06.2023 |
Premium | 31.77% |
Premium p.a. | 463.82% |
Leverage | 1'810.55 |
Implied volatility | 64.34% |
Moneyness | out-of-the-money |
Leverage | 16.8181 |
Delta | -0.0093 |
Gamma | 0.0006 |
Theta | -0.0008 |
Rho | -0.0001 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 33.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.20 |
Nestlé SA | 97.12 |
ROCHE GS | 233.60 |
SONOVA HLDG N | 283.70 |
Alcon AG | 80.18 |
Name | Price |
---|---|
LOGITECH INT. | 86.58 |
Sika AG | 269.10 |
UBS | 28.28 |
ABB Ltd | 49.48 |
NOVARTIS N | 92.20 |