Last price paid | 2.74 | |
Change | -1.08% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +728.79% |
Year to date (YTD) | +334.92% |
1 month | +41.24% |
3 months | +163.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 32.82 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.46 |
Implied volatility | 0.34 |
ISIN | CH1268389215 |
Symbol | ABBR4Z |
Security | 126838921 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 0.72% |
Premium p.a. | 2.19% |
Leverage | 3.61 |
Implied volatility | 34.20% |
Moneyness | in-the-money |
Leverage | 3.4550 |
Delta | 0.9580 |
Gamma | 0.0019 |
Theta | -0.0010 |
Rho | 0.0221 |
Vega | 0.0051 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 49.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.14 |
LOGITECH INT. | 89.10 |
Partners Group Ho... | 1'210.50 |
Lonza Group | 488.60 |
NOVARTIS N | 91.23 |
Name | Price |
---|---|
Swiss Re | 112.15 |
SONOVA HLDG N | 285.30 |
ROCHE GS | 228.30 |
ZURICH INSURANCE | 469.20 |
Swiss Life Hldg | 621.40 |