Last price paid | 0.27 | |
Change | +12.50% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +175.00% |
Year to date (YTD) | n.a. |
1 month | +440.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 55.27 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 10.07 |
Implied volatility | 0.21 |
ISIN | CH1305142551 |
Symbol | ABIPQZ |
Security | 130514255 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AB InBev, BE0974293251 |
Underlying ISIN | BE0974293251 |
Strike | 57.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 0.73% |
Premium p.a. | 6.35% |
Leverage | 11.15 |
Implied volatility | 20.94% |
Moneyness | in-the-money |
Leverage | 10.0745 |
Delta | 0.9039 |
Gamma | 0.0019 |
Theta | -0.0007 |
Rho | 0.0029 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 62.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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