Last price paid | 2.67 | |
Change | -3.61% [ -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 | +404.90% |
Year to date (YTD) | +214.12% |
1 month | +67.92% |
3 months | +118.85% |
1 year | +352.54% |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 31.99 |
Premium | 0.02% |
Premium p.a. | 0.02% |
Leverage | 3.41 |
Implied volatility | 0.28 |
ISIN | CH1250729204 |
Symbol | ABBPGZ |
Security | 125072920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 35.00 |
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 | 1.52% |
Premium p.a. | 2.36% |
Leverage | 3.66 |
Implied volatility | 28.12% |
Moneyness | in-the-money |
Leverage | 3.4098 |
Delta | 0.9309 |
Gamma | 0.0025 |
Theta | -0.0009 |
Rho | 0.0398 |
Vega | 0.0100 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 47.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.20 |
LOGITECH INT. | 83.16 |
Swiss Re | 109.00 |
Givaudan | 4'153.00 |
NOVARTIS N | 93.56 |
Name | Price |
---|---|
Alcon AG | 79.56 |
GEBERIT N | 559.40 |
ABB Ltd | 47.14 |
Partners Group Ho... | 1'264.50 |
SONOVA HLDG N | 295.20 |