Last price paid | 0.85 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 19.07.2024 |
Settlement date | 13.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | +201.92% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 44.85 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 10.07 |
Implied volatility | 0.22 |
ISIN | CH1338496099 |
Symbol | ABB38Z |
Security | 133849609 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 46.00 |
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 | 1.25% |
Premium p.a. | 7.72% |
Leverage | 12.56 |
Implied volatility | 22.24% |
Moneyness | in-the-money |
Leverage | 10.0657 |
Delta | 0.8012 |
Gamma | 0.0126 |
Theta | -0.0024 |
Rho | 0.0115 |
Vega | 0.0110 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 49.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.00 |
Compagnie Financi... | 143.65 |
ROCHE GS | 228.90 |
KUEHNE & NAGEL | 249.70 |
LOGITECH INT. | 86.82 |
Name | Price |
---|---|
Lonza Group | 497.10 |
Sika AG | 276.70 |
Partners Group Ho... | 1'206.00 |
Holcim | 79.48 |
Alcon AG | 81.22 |