Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -73.48% |
Year to date (YTD) | n.a. |
1 month | -65.96% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 40.14 |
Premium | 0.17% |
Premium p.a. | 0.26% |
Leverage | 8.80 |
Implied volatility | 0.24 |
ISIN | CH1305138856 |
Symbol | ABB8JZ |
Security | 130513885 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 21.02.2024 |
Premium | 16.86% |
Premium p.a. | 26.30% |
Leverage | 53.78 |
Implied volatility | 24.48% |
Moneyness | out-of-the-money |
Leverage | 8.7996 |
Delta | -0.1636 |
Gamma | 0.0054 |
Theta | -0.0009 |
Rho | -0.0110 |
Vega | 0.0186 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 39.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.55 |
Swiss Re | 109.60 |
LOGITECH INT. | 82.78 |
Givaudan | 4'149.00 |
NOVARTIS N | 93.50 |
Name | Price |
---|---|
Alcon AG | 79.68 |
Partners Group Ho... | 1'262.50 |
ABB Ltd | 47.15 |
GEBERIT N | 559.80 |
SONOVA HLDG N | 295.20 |