Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.38% |
Year to date (YTD) | -75.00% |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 30.27 |
Premium | 0.49% |
Premium p.a. | 8.09% |
Leverage | 10.33 |
Implied volatility | 1.13 |
ISIN | CH1281034772 |
Symbol | ABB75Z |
Security | 128103477 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 26.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.10.2023 |
Premium | 48.73% |
Premium p.a. | 808.50% |
Leverage | 1'842.18 |
Implied volatility | 113.48% |
Moneyness | out-of-the-money |
Leverage | 10.3280 |
Delta | -0.0056 |
Gamma | 0.0002 |
Theta | -0.0010 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 25.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 92.34 |
UBS | 28.42 |
Compagnie Financi... | 149.00 |
Lonza Group | 505.00 |
GEBERIT N | 559.00 |
Name | Price |
---|---|
Partners Group Ho... | 1'186.00 |
Swiss Re | 112.50 |
NOVARTIS N | 94.35 |
SWISSCOM N | 506.50 |
Nestlé SA | 97.88 |