Last price paid | 0.67 | |
Change | -9.46% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 16.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 19.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +650.00% |
Year to date (YTD) | +737.50% |
1 month | +294.12% |
3 months | +570.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 36.74 |
Premium | 0.04% |
Premium p.a. | 0.10% |
Leverage | 9.20 |
Implied volatility | 0.20 |
ISIN | CH1281051719 |
Symbol | ABBFLZ |
Security | 128105171 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 12.12.2023 |
Premium | 3.64% |
Premium p.a. | 9.92% |
Leverage | 14.12 |
Implied volatility | 20.41% |
Moneyness | in-the-money |
Leverage | 9.2008 |
Delta | 0.6518 |
Gamma | 0.0125 |
Theta | -0.0019 |
Rho | 0.0203 |
Vega | 0.0213 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 49.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |