Last price paid | 0.94 | |
Change | -4.08% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +642.31% |
Year to date (YTD) | n.a. |
1 month | +248.15% |
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. | 0.05% |
Leverage | 9.39 |
Implied volatility | 0.26 |
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 | 0.41% |
Premium p.a. | 5.03% |
Leverage | 10.28 |
Implied volatility | 26.03% |
Moneyness | in-the-money |
Leverage | 9.3880 |
Delta | 0.9129 |
Gamma | 0.0085 |
Theta | -0.0023 |
Rho | 0.0067 |
Vega | 0.0045 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 49.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.15 |
Givaudan | 4'235.00 |
ABB Ltd | 49.69 |
ZURICH INSURANCE | 469.30 |
Nestlé SA | 91.62 |
Name | Price |
---|---|
Lonza Group | 485.30 |
UBS | 27.97 |
Partners Group Ho... | 1'193.50 |
Compagnie Financi... | 142.55 |
GEBERIT N | 555.80 |