Last price paid | 1.75 | |
Change | -5.41% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +627.08% |
Year to date (YTD) | +372.97% |
1 month | +108.33% |
3 months | +201.72% |
1 year | +525.00% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 31.99 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 4.72 |
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 | 2.26% |
Premium p.a. | 3.50% |
Leverage | 5.46 |
Implied volatility | 23.01% |
Moneyness | in-the-money |
Leverage | 4.7156 |
Delta | 0.8635 |
Gamma | 0.0050 |
Theta | -0.0011 |
Rho | 0.0418 |
Vega | 0.0167 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 48.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.95 |
Swiss Re | 109.75 |
ZURICH INSURANCE | 473.60 |
ROCHE GS | 236.80 |
KUEHNE & NAGEL | 252.70 |
Name | Price |
---|---|
Partners Group Ho... | 1'271.00 |
Holcim | 78.14 |
ABB Ltd | 47.49 |
Alcon AG | 80.62 |
LOGITECH INT. | 81.42 |