Last price paid | 1.93 | |
Change | +4.89% [ +0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 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 | +741.30% |
Year to date (YTD) | n.a. |
1 month | +4.89% |
3 months | +188.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 36.34 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 4.62 |
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 | 1.72% |
Premium p.a. | 3.51% |
Leverage | 5.25 |
Implied volatility | 25.93% |
Moneyness | in-the-money |
Leverage | 4.6208 |
Delta | 0.8800 |
Gamma | 0.0043 |
Theta | -0.0013 |
Rho | 0.0344 |
Vega | 0.0142 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 51.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |