Last price paid | 1.11 | |
Change | -12.60% [ -0.16 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +1038.89% |
Year to date (YTD) | +1287.50% |
1 month | +88.14% |
3 months | +593.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 36.74 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 7.47 |
Implied volatility | 0.25 |
ISIN | CH1281051719 |
Symbol | ABBFLZ |
Security | 128105171 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 12.12.2023 |
Premium | 2.31% |
Premium p.a. | 8.03% |
Leverage | 9.75 |
Implied volatility | 24.56% |
Moneyness | in-the-money |
Leverage | 7.4679 |
Delta | 0.7659 |
Gamma | 0.0093 |
Theta | -0.0022 |
Rho | 0.0191 |
Vega | 0.0164 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 51.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 95.82 |
ROCHE GS | 247.60 |
NOVARTIS N | 94.95 |
Lonza Group | 481.90 |
SWISSCOM N | 496.60 |
Name | Price |
---|---|
LOGITECH INT. | 88.20 |
Compagnie Financi... | 143.55 |
Sika AG | 258.60 |
Partners Group Ho... | 1'159.00 |
Swiss Re | 109.05 |