Last price paid | 1.06 | |
Change | +6.00% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +1194.44% |
Year to date (YTD) | +1225.00% |
1 month | +73.77% |
3 months | +523.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 36.74 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 7.12 |
Implied volatility | 0.24 |
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 | 1.74% |
Premium p.a. | 6.28% |
Leverage | 8.75 |
Implied volatility | 24.24% |
Moneyness | in-the-money |
Leverage | 7.1223 |
Delta | 0.8144 |
Gamma | 0.0082 |
Theta | -0.0020 |
Rho | 0.0197 |
Vega | 0.0143 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 51.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.10 |
Swiss Life Hldg | 646.40 |
Partners Group Ho... | 1'160.50 |
ABB Ltd | 50.92 |
Givaudan | 4'357.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.35 |
NOVARTIS N | 93.12 |
Nestlé SA | 94.72 |
Alcon AG | 78.38 |
SONOVA HLDG N | 271.20 |