Last price paid | 2.58 | |
Change | +4.03% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +546.25% |
Year to date (YTD) | +529.27% |
1 month | +54.49% |
3 months | +253.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 36.74 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 3.68 |
Implied volatility | 0.61 |
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 | 0.43% |
Premium p.a. | 4.93% |
Leverage | 3.85 |
Implied volatility | 61.45% |
Moneyness | in-the-money |
Leverage | 3.6817 |
Delta | 0.9573 |
Gamma | 0.0020 |
Theta | -0.0028 |
Rho | 0.0061 |
Vega | 0.0027 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 49.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |