Last price paid | 0.17 | |
Change | +13.33% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -75.40% |
Year to date (YTD) | n.a. |
1 month | -26.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 42.39 |
Premium | 0.18% |
Premium p.a. | 0.32% |
Leverage | 9.24 |
Implied volatility | 0.26 |
ISIN | CH1305145208 |
Symbol | ABB02Z |
Security | 130514520 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 18.01% |
Premium p.a. | 32.38% |
Leverage | 64.88 |
Implied volatility | 26.00% |
Moneyness | out-of-the-money |
Leverage | 9.2370 |
Delta | -0.1424 |
Gamma | 0.0046 |
Theta | -0.0010 |
Rho | -0.0088 |
Vega | 0.0169 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 41.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.44 |
ABB Ltd | 50.28 |
Swiss Life Hldg | 637.00 |
Givaudan | 4'325.00 |
ZURICH INSURANCE | 473.70 |
Name | Price |
---|---|
Compagnie Financi... | 141.90 |
NOVARTIS N | 93.79 |
ROCHE GS | 244.80 |
Lonza Group | 476.40 |
Sika AG | 254.40 |