Last price paid | n.a. | |
Change | -17.11% [ -0.13 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 25.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +416.67% |
Year to date (YTD) | n.a. |
1 month | +641.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 42.40 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 14.84 |
Implied volatility | 0.20 |
ISIN | CH1305145133 |
Symbol | ABBDEZ |
Security | 130514513 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 18.03.2024 |
Premium | 0.06% |
Premium p.a. | 2.33% |
Leverage | 15.18 |
Implied volatility | 20.37% |
Moneyness | in-the-money |
Leverage | 14.8378 |
Delta | 0.9772 |
Gamma | 0.0066 |
Theta | -0.0011 |
Rho | 0.0024 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 47.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |