Last price paid | 1.06 | |
Change | -1.85% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +379.55% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | +457.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 40.14 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 6.78 |
Implied volatility | 0.20 |
ISIN | CH1305138757 |
Symbol | ABBLFZ |
Security | 130513875 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 46.00 |
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 | 3.80% |
Premium p.a. | 6.30% |
Leverage | 9.36 |
Implied volatility | 20.21% |
Moneyness | in-the-money |
Leverage | 6.7768 |
Delta | 0.7236 |
Gamma | 0.0086 |
Theta | -0.0014 |
Rho | 0.0367 |
Vega | 0.0256 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 51.28 |
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 |