Last price paid | 1.65 | |
Change | -1.79% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +169.67% |
Year to date (YTD) | n.a. |
1 month | +70.10% |
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 | 4.49 |
Implied volatility | 0.28 |
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 | 3.91% |
Premium p.a. | 4.85% |
Leverage | 6.11 |
Implied volatility | 27.69% |
Moneyness | in-the-money |
Leverage | 4.4852 |
Delta | 0.7340 |
Gamma | 0.0053 |
Theta | -0.0012 |
Rho | 0.0378 |
Vega | 0.0287 |
Fair value | 0.39 |
Intrinsic value | n.a. |
Break-even | 52.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |