Last price paid | 0.50 | |
Change | -5.66% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 18.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +126.00% |
Year to date (YTD) | n.a. |
1 month | -34.21% |
3 months | +31.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 42.21 |
Premium | 0.09% |
Premium p.a. | 0.13% |
Leverage | 7.87 |
Implied volatility | 0.23 |
ISIN | CH1305151461 |
Symbol | ABB0EZ |
Security | 130515146 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 50.00 |
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 | 8.60% |
Premium p.a. | 13.09% |
Leverage | 17.22 |
Implied volatility | 22.91% |
Moneyness | out-of-the-money |
Leverage | 7.8692 |
Delta | 0.4570 |
Gamma | 0.0088 |
Theta | -0.0013 |
Rho | 0.0220 |
Vega | 0.0309 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 52.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'192.50 |
Givaudan | 4'289.00 |
ABB Ltd | 48.55 |
Nestlé SA | 89.50 |
SONOVA HLDG N | 268.80 |
Name | Price |
---|---|
Swiss Re | 108.45 |
ROCHE GS | 284.60 |
ZURICH INSURANCE | 482.90 |
UBS | 26.64 |
NOVARTIS N | 98.31 |