Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -35.00% |
Year to date (YTD) | n.a. |
1 month | -53.33% |
3 months | -30.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 55.27 |
Premium | 0.18% |
Premium p.a. | 0.33% |
Leverage | 10.62 |
Implied volatility | 0.23 |
ISIN | CH1305142569 |
Symbol | ABIG8Z |
Security | 130514256 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | AB InBev, BE0974293251 |
Underlying ISIN | BE0974293251 |
Strike | 64.00 |
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 | 17.77% |
Premium p.a. | 32.92% |
Leverage | 40.76 |
Implied volatility | 23.05% |
Moneyness | out-of-the-money |
Leverage | 10.6165 |
Delta | 0.2605 |
Gamma | 0.0018 |
Theta | -0.0004 |
Rho | 0.0034 |
Vega | 0.0063 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 65.36 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.28 |
Swiss Life Hldg | 637.00 |
ABB Ltd | 50.18 |
ZURICH INSURANCE | 473.30 |
Givaudan | 4'311.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.40 |
NOVARTIS N | 93.60 |
ROCHE GS | 244.40 |
Sika AG | 253.50 |
Lonza Group | 475.90 |