Last price paid | 0.14 | |
Change | -22.22% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
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 | +3.85% |
Year to date (YTD) | n.a. |
1 month | -30.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 47.97 |
Premium | 0.06% |
Premium p.a. | 0.42% |
Leverage | 22.38 |
Implied volatility | 0.20 |
ISIN | CH1338503936 |
Symbol | ABB7YZ |
Security | 133850393 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 52.00 |
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 | 5.67% |
Premium p.a. | 42.21% |
Leverage | 73.85 |
Implied volatility | 19.93% |
Moneyness | out-of-the-money |
Leverage | 22.3801 |
Delta | 0.3030 |
Gamma | 0.0191 |
Theta | -0.0027 |
Rho | 0.0039 |
Vega | 0.0127 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 52.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |