Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
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) | -95.45% |
1 month | n.a. |
3 months | -92.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 34.91 |
Premium | 0.30% |
Premium p.a. | 3.05% |
Leverage | 17.68 |
Implied volatility | 0.51 |
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 | 30.07% |
Premium p.a. | 304.87% |
Leverage | 1'766.55 |
Implied volatility | 50.75% |
Moneyness | out-of-the-money |
Leverage | 17.6810 |
Delta | -0.0100 |
Gamma | 0.0007 |
Theta | -0.0006 |
Rho | -0.0001 |
Vega | 0.0008 |
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 |
---|---|
ABB Ltd | 48.74 |
Swiss Re | 112.05 |
LOGITECH INT. | 87.34 |
Compagnie Financi... | 142.25 |
UBS | 27.83 |
Name | Price |
---|---|
Nestlé SA | 93.78 |
Partners Group Ho... | 1'250.50 |
SWISSCOM N | 495.20 |
KUEHNE & NAGEL | 244.80 |
SONOVA HLDG N | 291.30 |