Last price paid | 0.48 | |
Change | -18.64% [ -0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | +331.82% |
Year to date (YTD) | +405.26% |
1 month | -42.17% |
3 months | +41.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 36.74 |
Premium | 0.07% |
Premium p.a. | 0.15% |
Leverage | 9.92 |
Implied volatility | 0.20 |
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 | 6.64% |
Premium p.a. | 14.68% |
Leverage | 19.89 |
Implied volatility | 20.45% |
Moneyness | out-of-the-money |
Leverage | 9.9224 |
Delta | 0.4989 |
Gamma | 0.0123 |
Theta | -0.0017 |
Rho | 0.0192 |
Vega | 0.0253 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 50.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 559.80 |
ROCHE GS | 277.50 |
Alcon AG | 81.98 |
NOVARTIS N | 96.93 |
SWISSCOM N | 534.50 |
Name | Price |
---|---|
Nestlé SA | 88.82 |
Partners Group Ho... | 1'175.50 |
ABB Ltd | 47.24 |
LOGITECH INT. | 77.70 |
Compagnie Financi... | 131.20 |