Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.09.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -97.98% |
Year to date (YTD) | n.a. |
1 month | -66.67% |
3 months | -81.82% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 40.30 |
Premium | 0.17% |
Premium p.a. | 9.05% |
Leverage | 25.16 |
Implied volatility | 0.73 |
ISIN | CH1305140530 |
Symbol | ABB74Z |
Security | 130514053 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 | 26.02.2024 |
Premium | 17.36% |
Premium p.a. | 905.27% |
Leverage | 920.76 |
Implied volatility | 73.05% |
Moneyness | out-of-the-money |
Leverage | 25.1623 |
Delta | -0.0273 |
Gamma | 0.0026 |
Theta | -0.0040 |
Rho | -0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 39.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.55 |
Alcon AG | 84.70 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.50 |
Partners Group Ho... | 1'267.50 |
Name | Price |
---|---|
Holcim | 83.20 |
ABB Ltd | 49.49 |
ZURICH INSURANCE | 513.20 |
Lonza Group | 538.40 |
Swiss Life Hldg | 710.40 |