Last price paid | 0.59 | |
Change | +1.72% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 21.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -24.68% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.79 |
Underlying price on issue | 47.31 |
Premium | 0.09% |
Premium p.a. | 0.11% |
Leverage | 6.72 |
Implied volatility | 0.20 |
ISIN | CH1338501351 |
Symbol | ABBS2Z |
Security | 133850135 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 13.05.2024 |
Premium | 8.86% |
Premium p.a. | 10.74% |
Leverage | 16.61 |
Implied volatility | 20.32% |
Moneyness | out-of-the-money |
Leverage | 6.7178 |
Delta | -0.4046 |
Gamma | 0.0084 |
Theta | -0.0012 |
Rho | -0.0357 |
Vega | 0.0344 |
Fair value | 0.60 |
Intrinsic value | n.a. |
Break-even | 45.03 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |