Last price paid | 0.92 | |
Change | +2.22% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.07.2024 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 | +740.91% |
Year to date (YTD) | +868.42% |
1 month | +17.95% |
3 months | +318.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 36.74 |
Premium | 0.04% |
Premium p.a. | 0.08% |
Leverage | 7.42 |
Implied volatility | 0.21 |
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 | 4.17% |
Premium p.a. | 8.18% |
Leverage | 10.92 |
Implied volatility | 21.17% |
Moneyness | in-the-money |
Leverage | 7.4188 |
Delta | 0.6792 |
Gamma | 0.0094 |
Theta | -0.0017 |
Rho | 0.0303 |
Vega | 0.0258 |
Fair value | 0.42 |
Intrinsic value | n.a. |
Break-even | 52.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
Alcon AG | 80.82 |
Holcim | 81.02 |
NOVARTIS N | 97.24 |
Partners Group Ho... | 1'200.00 |
Name | Price |
---|---|
ROCHE GS | 243.40 |
KUEHNE & NAGEL | 267.60 |
Compagnie Financi... | 140.55 |
UBS | 27.32 |
Givaudan | 4'319.00 |