Last price paid | 1.34 | |
Change | -2.90% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +412.96% |
Year to date (YTD) | n.a. |
1 month | +148.15% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 42.21 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 6.67 |
Implied volatility | 0.36 |
ISIN | CH1305151446 |
Symbol | ABBOQZ |
Security | 130515144 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.43% |
Premium p.a. | 5.26% |
Leverage | 7.18 |
Implied volatility | 35.78% |
Moneyness | in-the-money |
Leverage | 6.6742 |
Delta | 0.9298 |
Gamma | 0.0053 |
Theta | -0.0026 |
Rho | 0.0065 |
Vega | 0.0038 |
Fair value | 0.04 |
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 |
---|---|
Lonza Group | 483.80 |
UBS | 28.02 |
Partners Group Ho... | 1'194.50 |
GEBERIT N | 556.20 |
Holcim | 79.20 |