Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | -56.25% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 47.97 |
Premium | 0.27% |
Premium p.a. | 0.80% |
Leverage | 17.64 |
Implied volatility | 0.24 |
ISIN | CH1338503944 |
Symbol | ABBZ2Z |
Security | 133850394 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 60.00 |
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 | 27.19% |
Premium p.a. | 80.05% |
Leverage | 315.27 |
Implied volatility | 24.15% |
Moneyness | out-of-the-money |
Leverage | 17.6420 |
Delta | 0.0560 |
Gamma | 0.0034 |
Theta | -0.0006 |
Rho | 0.0017 |
Vega | 0.0062 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 60.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'458.00 |
SWISSCOM N | 545.00 |
ZURICH INSURANCE | 496.20 |
SONOVA HLDG N | 297.60 |
KUEHNE & NAGEL | 260.10 |
Name | Price |
---|---|
Compagnie Financi... | 125.00 |
LOGITECH INT. | 73.12 |
ABB Ltd | 47.23 |
Nestlé SA | 89.64 |
GEBERIT N | 530.80 |