Last price paid | 2.02 | |
Change | -5.16% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +1203.13% |
Year to date (YTD) | +621.43% |
1 month | +4.12% |
3 months | +169.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 32.82 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 4.49 |
Implied volatility | 0.31 |
ISIN | CH1268389231 |
Symbol | ABB6WZ |
Security | 126838923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
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 | 0.77% |
Premium p.a. | 3.02% |
Leverage | 4.80 |
Implied volatility | 31.40% |
Moneyness | in-the-money |
Leverage | 4.4880 |
Delta | 0.9350 |
Gamma | 0.0032 |
Theta | -0.0014 |
Rho | 0.0185 |
Vega | 0.0064 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 50.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.50 |
Sika AG | 261.70 |
LOGITECH INT. | 88.32 |
KUEHNE & NAGEL | 262.10 |
Lonza Group | 491.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.70 |
Compagnie Financi... | 143.65 |
UBS | 26.53 |
ROCHE GS | 253.90 |
SWISSCOM N | 506.50 |