Last price paid | 1.90 | |
Change | -9.95% [ -0.21 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 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 | +139.87% |
Year to date (YTD) | n.a. |
1 month | +17.28% |
3 months | +134.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 42.54 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 4.04 |
Implied volatility | 0.31 |
ISIN | CH1305146735 |
Symbol | ABB4OZ |
Security | 130514673 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.03.2024 |
Premium | 3.38% |
Premium p.a. | 4.41% |
Leverage | 5.25 |
Implied volatility | 30.52% |
Moneyness | in-the-money |
Leverage | 4.0394 |
Delta | 0.7687 |
Gamma | 0.0046 |
Theta | -0.0012 |
Rho | 0.0351 |
Vega | 0.0256 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 51.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |