Last price paid | 0.32 | |
Change | -3.03% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -53.91% |
Year to date (YTD) | n.a. |
1 month | -25.58% |
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. | 0.21% |
Leverage | 7.49 |
Implied volatility | 0.24 |
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 | 16.32% |
Premium p.a. | 21.05% |
Leverage | 34.45 |
Implied volatility | 23.78% |
Moneyness | out-of-the-money |
Leverage | 7.4851 |
Delta | -0.2172 |
Gamma | 0.0055 |
Theta | -0.0011 |
Rho | -0.0185 |
Vega | 0.0261 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 42.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.60 |
Swiss Life Hldg | 646.20 |
ABB Ltd | 50.88 |
Sika AG | 256.30 |
Swiss Re | 111.05 |
Name | Price |
---|---|
Compagnie Financi... | 140.75 |
Nestlé SA | 94.60 |
NOVARTIS N | 93.39 |
SONOVA HLDG N | 271.60 |
Alcon AG | 78.54 |