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 | -91.92% |
Year to date (YTD) | n.a. |
1 month | -92.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 47.97 |
Premium | 0.10% |
Premium p.a. | 5.25% |
Leverage | 44.50 |
Implied volatility | 0.41 |
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 | 10.07% |
Premium p.a. | 525.12% |
Leverage | 900.76 |
Implied volatility | 40.54% |
Moneyness | out-of-the-money |
Leverage | 44.4971 |
Delta | 0.0494 |
Gamma | 0.0076 |
Theta | -0.0036 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 52.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.62 |
Compagnie Financi... | 120.75 |
Givaudan | 4'629.00 |
Holcim | 84.38 |
Sika AG | 275.60 |
Name | Price |
---|---|
LOGITECH INT. | 72.36 |
UBS | 25.80 |
Lonza Group | 534.20 |
Partners Group Ho... | 1'234.00 |
Swiss Life Hldg | 713.20 |