Last price paid | 0.55 | |
Change | +12.24% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.08.2024 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 | +404.55% |
Year to date (YTD) | +478.95% |
1 month | +5.77% |
3 months | -32.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 36.74 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 9.90 |
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 | 4.84% |
Premium p.a. | 13.59% |
Leverage | 17.45 |
Implied volatility | 21.30% |
Moneyness | in-the-money |
Leverage | 9.8964 |
Delta | 0.5671 |
Gamma | 0.0128 |
Theta | -0.0020 |
Rho | 0.0176 |
Vega | 0.0227 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 50.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 77.40 |
Sika AG | 270.80 |
Partners Group Ho... | 1'223.50 |
KUEHNE & NAGEL | 263.20 |
Alcon AG | 82.40 |
Name | Price |
---|---|
SWISSCOM N | 534.00 |
Swiss Re | 116.20 |
UBS | 26.07 |
ZURICH INSURANCE | 492.60 |
Lonza Group | 554.80 |