Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -92.22% |
Year to date (YTD) | -91.30% |
1 month | -55.56% |
3 months | -80.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 37.59 |
Premium | 0.27% |
Premium p.a. | 0.84% |
Leverage | 11.69 |
Implied volatility | 0.34 |
ISIN | CH1305126992 |
Symbol | ABBKWZ |
Security | 130512699 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.12.2023 |
Premium | 27.48% |
Premium p.a. | 84.29% |
Leverage | 282.29 |
Implied volatility | 34.37% |
Moneyness | out-of-the-money |
Leverage | 11.6881 |
Delta | -0.0414 |
Gamma | 0.0018 |
Theta | -0.0007 |
Rho | -0.0014 |
Vega | 0.0050 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 35.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |