Last price paid | 2.77 | |
Change | -1.77% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +725.76% |
Year to date (YTD) | +339.68% |
1 month | +43.52% |
3 months | +179.80% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 32.82 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 3.42 |
Implied volatility | 0.37 |
ISIN | CH1268389215 |
Symbol | ABBR4Z |
Security | 126838921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 0.86% |
Premium p.a. | 2.63% |
Leverage | 3.61 |
Implied volatility | 36.51% |
Moneyness | in-the-money |
Leverage | 3.4209 |
Delta | 0.9473 |
Gamma | 0.0021 |
Theta | -0.0012 |
Rho | 0.0217 |
Vega | 0.0061 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 49.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 91.30 |
Lonza Group | 485.20 |
Holcim | 79.26 |
Compagnie Financi... | 142.70 |
Swiss Re | 113.65 |
Name | Price |
---|---|
ROCHE GS | 226.80 |
GEBERIT N | 549.80 |
KUEHNE & NAGEL | 248.00 |
Sika AG | 273.80 |
SWISSCOM N | 488.00 |