Last price paid | 0.67 | |
Change | +8.06% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 13.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +95.71% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 44.85 |
Premium | 0.11% |
Premium p.a. | 0.10% |
Leverage | 6.63 |
Implied volatility | 0.22 |
ISIN | CH1338496149 |
Symbol | ABBB8Z |
Security | 133849614 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 52.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 03.05.2024 |
Premium | 11.16% |
Premium p.a. | 10.27% |
Leverage | 14.56 |
Implied volatility | 21.64% |
Moneyness | out-of-the-money |
Leverage | 6.6346 |
Delta | 0.4557 |
Gamma | 0.0070 |
Theta | -0.0010 |
Rho | 0.0372 |
Vega | 0.0406 |
Fair value | 0.69 |
Intrinsic value | n.a. |
Break-even | 55.43 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'291.00 |
Partners Group Ho... | 1'238.50 |
Compagnie Financi... | 144.65 |
ROCHE GS | 231.10 |
SONOVA HLDG N | 292.00 |
Name | Price |
---|---|
Lonza Group | 508.60 |
ZURICH INSURANCE | 470.00 |
NOVARTIS N | 91.76 |
SWISSCOM N | 489.80 |
LOGITECH INT. | 87.12 |