Last price paid | 0.96 | |
Change | +1.05% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 17.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +319.57% |
Year to date (YTD) | n.a. |
1 month | -47.25% |
3 months | -21.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 36.34 |
Premium | 0.04% |
Premium p.a. | 0.09% |
Leverage | 6.61 |
Implied volatility | 0.26 |
ISIN | CH1305130234 |
Symbol | ABBKDZ |
Security | 130513023 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 10.01.2024 |
Premium | 3.85% |
Premium p.a. | 9.30% |
Leverage | 9.35 |
Implied volatility | 25.75% |
Moneyness | in-the-money |
Leverage | 6.6051 |
Delta | 0.7068 |
Gamma | 0.0092 |
Theta | -0.0019 |
Rho | 0.0224 |
Vega | 0.0199 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 46.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |