Last price paid | 1.58 | |
Change | -2.47% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +250.00% |
Year to date (YTD) | n.a. |
1 month | +92.68% |
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. | 0.04% |
Leverage | 5.65 |
Implied volatility | 0.26 |
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 | 1.22% |
Premium p.a. | 3.99% |
Leverage | 6.38 |
Implied volatility | 25.54% |
Moneyness | in-the-money |
Leverage | 5.6534 |
Delta | 0.8858 |
Gamma | 0.0054 |
Theta | -0.0015 |
Rho | 0.0225 |
Vega | 0.0107 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 50.88 |
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 |