Last price paid | 2.24 | |
Change | +3.70% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 19.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +340.20% |
Year to date (YTD) | +339.22% |
1 month | +54.48% |
3 months | +198.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 36.74 |
Premium | 0.03% |
Premium p.a. | 0.03% |
Leverage | 3.55 |
Implied volatility | 0.29 |
ISIN | CH1281051743 |
Symbol | ABBMCZ |
Security | 128105174 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
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 | 3.05% |
Premium p.a. | 2.81% |
Leverage | 4.43 |
Implied volatility | 28.56% |
Moneyness | in-the-money |
Leverage | 3.5461 |
Delta | 0.8007 |
Gamma | 0.0038 |
Theta | -0.0009 |
Rho | 0.0481 |
Vega | 0.0277 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 51.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'288.00 |
Sika AG | 286.20 |
ROCHE GS | 230.90 |
GEBERIT N | 570.80 |
KUEHNE & NAGEL | 251.80 |
Name | Price |
---|---|
LOGITECH INT. | 86.72 |
NOVARTIS N | 91.93 |
UBS | 28.40 |
Nestlé SA | 92.36 |
SWISSCOM N | 491.60 |