Last price paid | 1.80 | |
Change | -1.10% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +136.08% |
Year to date (YTD) | n.a. |
1 month | +57.89% |
3 months | n.a. |
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 | 4.11 |
Implied volatility | 0.29 |
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 | 3.25% |
Premium p.a. | 3.98% |
Leverage | 5.33 |
Implied volatility | 28.75% |
Moneyness | in-the-money |
Leverage | 4.1139 |
Delta | 0.7717 |
Gamma | 0.0047 |
Theta | -0.0011 |
Rho | 0.0378 |
Vega | 0.0262 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 51.33 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.84 |
GEBERIT N | 554.20 |
SWISSCOM N | 501.00 |
ABB Ltd | 49.67 |
UBS | 28.62 |
Name | Price |
---|---|
Givaudan | 4'185.00 |
Partners Group Ho... | 1'194.50 |
LOGITECH INT. | 88.96 |
NOVARTIS N | 92.75 |
Swiss Re | 114.20 |