Last price paid | 0.82 | |
Change | -1.20% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +640.91% |
Year to date (YTD) | +763.16% |
1 month | +5.13% |
3 months | +272.73% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 36.74 |
Premium | 0.05% |
Premium p.a. | 0.09% |
Leverage | 7.78 |
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 | 4.86% |
Premium p.a. | 9.15% |
Leverage | 12.19 |
Implied volatility | 20.76% |
Moneyness | in-the-money |
Leverage | 7.7823 |
Delta | 0.6386 |
Gamma | 0.0100 |
Theta | -0.0017 |
Rho | 0.0294 |
Vega | 0.0271 |
Fair value | 0.48 |
Intrinsic value | n.a. |
Break-even | 52.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |