Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 20.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 19.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.56% |
Year to date (YTD) | -99.72% |
1 month | -93.33% |
3 months | -98.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 36.74 |
Premium | 0.28% |
Premium p.a. | 14.34% |
Leverage | 16.66 |
Implied volatility | 1.14 |
ISIN | CH1281051776 |
Symbol | ABB2MZ |
Security | 128105177 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 12.12.2023 |
Premium | 27.51% |
Premium p.a. | 1434.48% |
Leverage | 944.57 |
Implied volatility | 114.16% |
Moneyness | out-of-the-money |
Leverage | 16.6564 |
Delta | -0.0176 |
Gamma | 0.0011 |
Theta | -0.0043 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 35.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.00 |
KUEHNE & NAGEL | 260.90 |
SONOVA HLDG N | 273.90 |
Sika AG | 259.20 |
LOGITECH INT. | 86.98 |
Name | Price |
---|---|
Compagnie Financi... | 142.45 |
ROCHE GS | 251.10 |
Nestlé SA | 93.06 |
SWISSCOM N | 501.00 |
ZURICH INSURANCE | 481.00 |