Last price paid | 2.57 | |
Change | -4.10% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 19.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +282.58% |
Year to date (YTD) | +283.58% |
1 month | +2.80% |
3 months | +97.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 36.74 |
Premium | 0.02% |
Premium p.a. | 0.02% |
Leverage | 3.25 |
Implied volatility | 0.32 |
ISIN | CH1281051735 |
Symbol | ABBK7Z |
Security | 128105173 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 38.00 |
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 | 2.42% |
Premium p.a. | 2.41% |
Leverage | 3.92 |
Implied volatility | 31.53% |
Moneyness | in-the-money |
Leverage | 3.2521 |
Delta | 0.8306 |
Gamma | 0.0034 |
Theta | -0.0009 |
Rho | 0.0414 |
Vega | 0.0237 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 50.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.10 |
Sika AG | 258.70 |
Lonza Group | 485.10 |
NOVARTIS N | 96.09 |
Givaudan | 4'350.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.85 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'138.00 |
Swiss Re | 111.20 |
UBS | 26.22 |