Last price paid | 0.26 | |
Change | -3.70% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.07.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 13.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -60.16% |
Year to date (YTD) | n.a. |
1 month | -16.13% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.64 |
Underlying price on issue | 44.84 |
Premium | 0.16% |
Premium p.a. | 0.22% |
Leverage | 8.25 |
Implied volatility | 0.23 |
ISIN | CH1338496172 |
Symbol | ABBO7Z |
Security | 133849617 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 03.05.2024 |
Premium | 15.90% |
Premium p.a. | 22.32% |
Leverage | 39.84 |
Implied volatility | 23.02% |
Moneyness | out-of-the-money |
Leverage | 8.2541 |
Delta | -0.2072 |
Gamma | 0.0058 |
Theta | -0.0011 |
Rho | -0.0164 |
Vega | 0.0243 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 42.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |