Last price paid | 0.38 | |
Change | -5.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -26.36% |
Year to date (YTD) | n.a. |
1 month | -20.83% |
3 months | -13.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 47.97 |
Premium | 0.16% |
Premium p.a. | 0.21% |
Leverage | 6.46 |
Implied volatility | 0.26 |
ISIN | CH1338503951 |
Symbol | ABBZ1Z |
Security | 133850395 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 22.05.2024 |
Premium | 15.54% |
Premium p.a. | 20.78% |
Leverage | 24.54 |
Implied volatility | 26.03% |
Moneyness | out-of-the-money |
Leverage | 6.4610 |
Delta | -0.2633 |
Gamma | 0.0058 |
Theta | -0.0014 |
Rho | -0.0221 |
Vega | 0.0278 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 41.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.30 |
SONOVA HLDG N | 304.60 |
Sika AG | 281.80 |
ROCHE GS | 273.00 |
Partners Group Ho... | 1'268.00 |
Name | Price |
---|---|
ABB Ltd | 49.69 |
Holcim | 84.10 |
Lonza Group | 538.20 |
Givaudan | 4'602.00 |
SWISSCOM N | 553.50 |