Last price paid | 0.71 | |
Change | -11.25% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 24.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +442.31% |
Year to date (YTD) | n.a. |
1 month | +65.12% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 41.94 |
Premium | 0.03% |
Premium p.a. | 0.11% |
Leverage | 9.38 |
Implied volatility | 0.22 |
ISIN | CH1305152113 |
Symbol | ABBVWZ |
Security | 130515211 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 17.04.2024 |
Premium | 3.26% |
Premium p.a. | 11.32% |
Leverage | 14.16 |
Implied volatility | 22.25% |
Moneyness | in-the-money |
Leverage | 9.3803 |
Delta | 0.6626 |
Gamma | 0.0123 |
Theta | -0.0023 |
Rho | 0.0170 |
Vega | 0.0195 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 51.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |