Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 14.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.36% |
Year to date (YTD) | -93.42% |
1 month | n.a. |
3 months | -80.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 35.50 |
Premium | 0.31% |
Premium p.a. | 1.46% |
Leverage | 12.37 |
Implied volatility | 0.43 |
ISIN | CH1281047923 |
Symbol | ABB1XZ |
Security | 128104792 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 35.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 07.12.2023 |
Premium | 31.30% |
Premium p.a. | 146.46% |
Leverage | 508.00 |
Implied volatility | 43.37% |
Moneyness | out-of-the-money |
Leverage | 12.3710 |
Delta | -0.0244 |
Gamma | 0.0011 |
Theta | -0.0007 |
Rho | -0.0006 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 34.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |