Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -69.44% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 42.54 |
Premium | 0.23% |
Premium p.a. | 0.30% |
Leverage | 7.81 |
Implied volatility | 0.26 |
ISIN | CH1305146768 |
Symbol | ABB3YZ |
Security | 130514676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.03.2024 |
Premium | 22.91% |
Premium p.a. | 29.55% |
Leverage | 61.60 |
Implied volatility | 26.20% |
Moneyness | out-of-the-money |
Leverage | 7.8138 |
Delta | -0.1268 |
Gamma | 0.0035 |
Theta | -0.0009 |
Rho | -0.0107 |
Vega | 0.0185 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 39.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Lonza Group | 479.10 |
Partners Group Ho... | 1'159.00 |
Swiss Re | 111.35 |
ABB Ltd | 50.84 |
Name | Price |
---|---|
Compagnie Financi... | 141.05 |
SONOVA HLDG N | 270.60 |
Nestlé SA | 94.76 |
NOVARTIS N | 93.23 |
Alcon AG | 78.50 |