Last price paid | 1.49 | |
Change | -1.32% [ -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 | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +143.44% |
Year to date (YTD) | n.a. |
1 month | +67.42% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 41.75 |
Premium | 0.04% |
Premium p.a. | 0.05% |
Leverage | 4.76 |
Implied volatility | 0.26 |
ISIN | CH1305148392 |
Symbol | ABB71Z |
Security | 130514839 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 25.03.2024 |
Premium | 4.10% |
Premium p.a. | 4.97% |
Leverage | 6.65 |
Implied volatility | 26.16% |
Moneyness | in-the-money |
Leverage | 4.7639 |
Delta | 0.7160 |
Gamma | 0.0058 |
Theta | -0.0012 |
Rho | 0.0380 |
Vega | 0.0295 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 51.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |