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 | +14.00% |
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 | 0.03% |
Premium p.a. | 0.22% |
Leverage | 15.80 |
Implied volatility | 0.21 |
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 | 3.11% |
Premium p.a. | 21.83% |
Leverage | 33.73 |
Implied volatility | 20.76% |
Moneyness | out-of-the-money |
Leverage | 15.7959 |
Delta | -0.4683 |
Gamma | 0.0282 |
Theta | -0.0027 |
Rho | -0.0068 |
Vega | 0.0144 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 46.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 81.66 |
Partners Group Ho... | 1'192.50 |
Compagnie Financi... | 136.40 |
Alcon AG | 84.16 |
Sika AG | 273.10 |
Name | Price |
---|---|
ROCHE GS | 283.90 |
Holcim | 81.76 |
UBS | 26.67 |
NOVARTIS N | 98.37 |
Lonza Group | 578.40 |