Last price paid | 0.96 | |
Change | +6.67% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +573.08% |
Year to date (YTD) | n.a. |
1 month | +284.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 42.40 |
Premium | 0.00% |
Premium p.a. | 0.07% |
Leverage | 10.10 |
Implied volatility | 0.28 |
ISIN | CH1305145141 |
Symbol | ABBUIZ |
Security | 130514514 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 45.00 |
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 | 0.44% |
Premium p.a. | 6.65% |
Leverage | 11.24 |
Implied volatility | 27.99% |
Moneyness | in-the-money |
Leverage | 10.1032 |
Delta | 0.8991 |
Gamma | 0.0100 |
Theta | -0.0029 |
Rho | 0.0052 |
Vega | 0.0044 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 49.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.20 |
Nestlé SA | 97.84 |
Lonza Group | 489.80 |
ROCHE GS | 234.40 |
Givaudan | 4'236.00 |
Name | Price |
---|---|
UBS | 27.80 |
Swiss Re | 112.15 |
ABB Ltd | 49.19 |
Holcim | 77.70 |
ZURICH INSURANCE | 469.00 |