Last price paid | 0.29 | |
Change | -6.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 19.06.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -10.00% |
Year to date (YTD) | n.a. |
1 month | +11.54% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 50.72 |
Premium | 0.04% |
Premium p.a. | 0.26% |
Leverage | 17.53 |
Implied volatility | 0.20 |
ISIN | CH1338509982 |
Symbol | ABB7AZ |
Security | 133850998 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 12.06.2024 |
Premium | 3.67% |
Premium p.a. | 26.25% |
Leverage | 43.25 |
Implied volatility | 20.36% |
Moneyness | out-of-the-money |
Leverage | 17.5315 |
Delta | -0.4053 |
Gamma | 0.0321 |
Theta | -0.0027 |
Rho | -0.0059 |
Vega | 0.0141 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 46.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'189.50 |
ABB Ltd | 48.77 |
Givaudan | 4'303.00 |
Lonza Group | 585.80 |
SONOVA HLDG N | 269.40 |
Name | Price |
---|---|
Swiss Re | 108.70 |
Sika AG | 268.70 |
ROCHE GS | 285.40 |
SWISSCOM N | 538.50 |
UBS | 26.70 |