Last price paid | 0.88 | |
Change | -16.19% [ -0.17 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +695.45% |
Year to date (YTD) | +826.32% |
1 month | +31.34% |
3 months | +300.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 36.74 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 7.28 |
Implied volatility | 0.22 |
ISIN | CH1281051727 |
Symbol | ABBH7Z |
Security | 128105172 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
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 | 5.19% |
Premium p.a. | 9.52% |
Leverage | 11.38 |
Implied volatility | 22.02% |
Moneyness | in-the-money |
Leverage | 7.2848 |
Delta | 0.6401 |
Gamma | 0.0092 |
Theta | -0.0018 |
Rho | 0.0300 |
Vega | 0.0275 |
Fair value | 0.52 |
Intrinsic value | n.a. |
Break-even | 52.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |