Last price paid | 0.28 | |
Change | +7.69% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +159.09% |
Year to date (YTD) | n.a. |
1 month | -37.78% |
3 months | +86.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 42.39 |
Premium | 0.10% |
Premium p.a. | 0.22% |
Leverage | 11.91 |
Implied volatility | 0.20 |
ISIN | CH1305145174 |
Symbol | ABB5YZ |
Security | 130514517 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 52.00 |
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 | 9.91% |
Premium p.a. | 21.52% |
Leverage | 34.11 |
Implied volatility | 19.80% |
Moneyness | out-of-the-money |
Leverage | 11.9064 |
Delta | 0.3490 |
Gamma | 0.0113 |
Theta | -0.0016 |
Rho | 0.0143 |
Vega | 0.0244 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 53.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
NOVARTIS N | 96.33 |
LOGITECH INT. | 80.76 |
Givaudan | 4'296.00 |
SONOVA HLDG N | 266.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 473.90 |
Alcon AG | 80.32 |
SWISSCOM N | 534.00 |
ROCHE GS | 280.10 |