Last price paid | 0.17 | |
Change | -63.83% [ -0.30 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 21.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +33.33% |
Year to date (YTD) | n.a. |
1 month | +13.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 47.31 |
Premium | 0.00% |
Premium p.a. | 0.15% |
Leverage | 47.10 |
Implied volatility | 0.14 |
ISIN | CH1338501138 |
Symbol | ABBZQZ |
Security | 133850113 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 49.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 13.05.2024 |
Premium | 0.28% |
Premium p.a. | 14.70% |
Leverage | 62.08 |
Implied volatility | 13.56% |
Moneyness | in-the-money |
Leverage | 47.1006 |
Delta | 0.7588 |
Gamma | 0.0646 |
Theta | -0.0044 |
Rho | 0.0014 |
Vega | 0.0042 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 49.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.70 |
Sika AG | 258.70 |
Lonza Group | 484.80 |
NOVARTIS N | 95.95 |
SONOVA HLDG N | 271.40 |
Name | Price |
---|---|
Compagnie Financi... | 141.75 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'137.00 |
UBS | 26.17 |
Swiss Re | 111.05 |