Last price paid | 2.12 | |
Change | -2.75% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +428.75% |
Year to date (YTD) | +417.07% |
1 month | +96.30% |
3 months | +194.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 36.74 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 4.32 |
Implied volatility | 0.43 |
ISIN | CH1281051701 |
Symbol | ABB0VZ |
Security | 128105170 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 37.00 |
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 | 0.35% |
Premium p.a. | 3.02% |
Leverage | 4.48 |
Implied volatility | 42.65% |
Moneyness | in-the-money |
Leverage | 4.3206 |
Delta | 0.9637 |
Gamma | 0.0023 |
Theta | -0.0016 |
Rho | 0.0081 |
Vega | 0.0026 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 47.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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SONOVA HLDG N | 291.20 |
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