Last price paid | 0.64 | |
Change | -11.11% [ -0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +426.92% |
Year to date (YTD) | n.a. |
1 month | +8.47% |
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 | 9.93 |
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 | 2.77% |
Premium p.a. | 10.86% |
Leverage | 14.61 |
Implied volatility | 21.71% |
Moneyness | in-the-money |
Leverage | 9.9323 |
Delta | 0.6798 |
Gamma | 0.0130 |
Theta | -0.0024 |
Rho | 0.0156 |
Vega | 0.0181 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 51.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.10 |
LOGITECH INT. | 88.36 |
SONOVA HLDG N | 276.10 |
Sika AG | 261.20 |
Lonza Group | 490.00 |
Name | Price |
---|---|
Compagnie Financi... | 143.50 |
ZURICH INSURANCE | 483.20 |
ROCHE GS | 253.90 |
Swiss Re | 112.70 |
Holcim | 78.48 |