Last price paid | 0.08 | |
Change | +23.08% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 42.39 |
Premium | 0.17% |
Premium p.a. | 0.58% |
Leverage | 12.78 |
Implied volatility | 0.28 |
ISIN | CH1305145190 |
Symbol | ABB0OZ |
Security | 130514519 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 18.03.2024 |
Premium | 16.67% |
Premium p.a. | 57.94% |
Leverage | 117.39 |
Implied volatility | 28.41% |
Moneyness | out-of-the-money |
Leverage | 12.7781 |
Delta | -0.1089 |
Gamma | 0.0049 |
Theta | -0.0013 |
Rho | -0.0034 |
Vega | 0.0100 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 41.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |