Last price paid | 1.39 | |
Change | -0.71% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 18.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +207.78% |
Year to date (YTD) | n.a. |
1 month | +90.41% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 42.21 |
Premium | 0.01% |
Premium p.a. | 0.03% |
Leverage | 6.38 |
Implied volatility | 0.21 |
ISIN | CH1305151453 |
Symbol | ABBNFZ |
Security | 130515145 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 43.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 11.04.2024 |
Premium | 1.06% |
Premium p.a. | 3.26% |
Leverage | 7.13 |
Implied volatility | 21.09% |
Moneyness | in-the-money |
Leverage | 6.3817 |
Delta | 0.8946 |
Gamma | 0.0061 |
Theta | -0.0012 |
Rho | 0.0243 |
Vega | 0.0103 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 49.93 |
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 |