Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Perf. since issue | -86.88% |
Year to date (YTD) | -80.00% |
1 month | n.a. |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 53.39 |
Premium | 0.16% |
Premium p.a. | 8.50% |
Leverage | 21.85 |
Implied volatility | 0.75 |
ISIN | CH1268385999 |
Symbol | ABIMWZ |
Security | 126838599 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AB InBev, BE0974293251 |
Underlying ISIN | BE0974293251 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 29.08.2023 |
Premium | 16.30% |
Premium p.a. | 849.87% |
Leverage | 250.69 |
Implied volatility | 75.09% |
Moneyness | out-of-the-money |
Leverage | 21.8499 |
Delta | 0.0872 |
Gamma | 0.0014 |
Theta | -0.0030 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 64.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.90 |
Lonza Group | 492.00 |
SONOVA HLDG N | 274.90 |
Sika AG | 260.20 |
NOVARTIS N | 96.71 |
Name | Price |
---|---|
Compagnie Financi... | 143.40 |
ZURICH INSURANCE | 483.20 |
SWISSCOM N | 503.50 |
ROCHE GS | 252.80 |
Swiss Re | 112.20 |