Last price paid | 1.70 | |
Change | -2.86% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +606.25% |
Year to date (YTD) | +359.46% |
1 month | +95.40% |
3 months | +193.10% |
1 year | +507.14% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 31.99 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 4.82 |
Implied volatility | 0.23 |
ISIN | CH1250729212 |
Symbol | ABBFDZ |
Security | 125072921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 04.05.2023 |
Premium | 2.25% |
Premium p.a. | 3.50% |
Leverage | 5.59 |
Implied volatility | 22.56% |
Moneyness | in-the-money |
Leverage | 4.8200 |
Delta | 0.8616 |
Gamma | 0.0052 |
Theta | -0.0011 |
Rho | 0.0415 |
Vega | 0.0167 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 48.48 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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