Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -95.43% |
Year to date (YTD) | n.a. |
1 month | -98.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 47.97 |
Premium | 0.06% |
Premium p.a. | 3.05% |
Leverage | 64.30 |
Implied volatility | 0.27 |
ISIN | CH1338503928 |
Symbol | ABBKYZ |
Security | 133850392 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.05.2024 |
Premium | 5.84% |
Premium p.a. | 304.60% |
Leverage | 900.76 |
Implied volatility | 26.69% |
Moneyness | out-of-the-money |
Leverage | 64.3049 |
Delta | 0.0714 |
Gamma | 0.0153 |
Theta | -0.0032 |
Rho | 0.0001 |
Vega | 0.0017 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.55 |
Alcon AG | 84.70 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.50 |
Partners Group Ho... | 1'267.50 |
Name | Price |
---|---|
Holcim | 83.20 |
ABB Ltd | 49.49 |
ZURICH INSURANCE | 513.20 |
Lonza Group | 538.40 |
Swiss Life Hldg | 710.40 |