Last price paid | 1.03 | |
Change | -11.21% [ -0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 12:05 |
Fixing | 17.05.2024 |
Settlement date | 28.02.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +628.57% |
Year to date (YTD) | n.a. |
1 month | +368.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 40.14 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 8.89 |
Implied volatility | 0.39 |
ISIN | CH1305138690 |
Symbol | ABBYQZ |
Security | 130513869 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
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 | 21.02.2024 |
Premium | 0.13% |
Premium p.a. | 4.66% |
Leverage | 9.22 |
Implied volatility | 38.73% |
Moneyness | in-the-money |
Leverage | 8.8909 |
Delta | 0.9639 |
Gamma | 0.0052 |
Theta | -0.0025 |
Rho | 0.0022 |
Vega | 0.0012 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 47.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.77 |
LOGITECH INT. | 87.46 |
Swiss Re | 111.85 |
UBS | 27.89 |
Givaudan | 4'215.00 |
Name | Price |
---|---|
Nestlé SA | 94.04 |
Partners Group Ho... | 1'249.00 |
KUEHNE & NAGEL | 243.80 |
SWISSCOM N | 495.40 |
Holcim | 78.78 |