Last price paid | 0.33 | |
Change | +26.92% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.09.2024 17:20 |
Fixing | 18.10.2024 |
Settlement date | 13.09.2024 |
Last trading | 18.10.2024 |
Final fixing | 18.10.2024 |
Currency redemption | CHF |
Perf. since issue | +24.07% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 46.07 |
Premium | 0.04% |
Premium p.a. | 0.33% |
Leverage | 14.31 |
Implied volatility | 0.27 |
ISIN | CH1371022828 |
Symbol | ABB6IZ |
Security | 137102282 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 25.10.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 47.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zuercher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 06.09.2024 |
Premium | 3.87% |
Premium p.a. | 32.88% |
Leverage | 27.98 |
Implied volatility | 26.66% |
Moneyness | out-of-the-money |
Leverage | 14.3050 |
Delta | 0.5113 |
Gamma | 0.0186 |
Theta | -0.0041 |
Rho | 0.0053 |
Vega | 0.0128 |
Fair value | 0.34 |
Intrinsic value | n.a. |
Break-even | 48.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |