Last price paid | 0.75 | |
Change | -5.06% [ -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 | +695.00% |
Year to date (YTD) | n.a. |
1 month | +316.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 42.39 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 10.99 |
Implied volatility | 0.24 |
ISIN | CH1305145158 |
Symbol | ABBHGZ |
Security | 130514515 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 46.00 |
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 | 0.53% |
Premium p.a. | 6.49% |
Leverage | 12.51 |
Implied volatility | 24.15% |
Moneyness | in-the-money |
Leverage | 10.9870 |
Delta | 0.8786 |
Gamma | 0.0117 |
Theta | -0.0026 |
Rho | 0.0065 |
Vega | 0.0057 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 49.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'233.00 |
ABB Ltd | 49.73 |
ROCHE GS | 229.20 |
ZURICH INSURANCE | 469.50 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'194.00 |
UBS | 28.03 |
GEBERIT N | 556.40 |
Holcim | 79.22 |