Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -95.37% |
Year to date (YTD) | -85.71% |
1 month | -45.45% |
3 months | -68.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 32.82 |
Premium | 0.35% |
Premium p.a. | 1.07% |
Leverage | 10.18 |
Implied volatility | 0.42 |
ISIN | CH1268389223 |
Symbol | ABBX4Z |
Security | 126838922 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.09.2023 |
Premium | 35.21% |
Premium p.a. | 107.11% |
Leverage | 393.60 |
Implied volatility | 41.53% |
Moneyness | out-of-the-money |
Leverage | 10.1788 |
Delta | -0.0259 |
Gamma | 0.0010 |
Theta | -0.0006 |
Rho | -0.0009 |
Vega | 0.0034 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 31.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 488.70 |
NOVARTIS N | 91.35 |
Alcon AG | 80.22 |
UBS | 27.98 |
LOGITECH INT. | 87.40 |
Name | Price |
---|---|
Givaudan | 4'171.00 |
ROCHE GS | 227.60 |
Swiss Re | 112.80 |
ZURICH INSURANCE | 469.00 |
ABB Ltd | 49.17 |