Last price paid | 0.04 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -50.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -52.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 47.97 |
Premium | 0.22% |
Premium p.a. | 0.79% |
Leverage | 18.49 |
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 | 21.94% |
Premium p.a. | 79.28% |
Leverage | 246.85 |
Implied volatility | 24.21% |
Moneyness | out-of-the-money |
Leverage | 18.4855 |
Delta | 0.0749 |
Gamma | 0.0045 |
Theta | -0.0009 |
Rho | 0.0019 |
Vega | 0.0073 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 60.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |