Last price paid | 0.07 | |
Change | -22.22% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -46.15% |
Year to date (YTD) | -53.33% |
1 month | +133.33% |
3 months | -36.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 50.46 |
Premium | 0.02% |
Premium p.a. | 0.24% |
Leverage | 22.97 |
Implied volatility | 0.17 |
ISIN | CH1268366585 |
Symbol | ABIR5Z |
Security | 126836658 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AB InBev, BE0974293251 |
Underlying ISIN | BE0974293251 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.06.2023 |
Premium | 2.32% |
Premium p.a. | 24.17% |
Leverage | 42.53 |
Implied volatility | 17.40% |
Moneyness | in-the-money |
Leverage | 22.9686 |
Delta | 0.5400 |
Gamma | 0.0062 |
Theta | -0.0011 |
Rho | 0.0015 |
Vega | 0.0037 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 61.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |