Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -88.89% |
Year to date (YTD) | -90.22% |
1 month | -70.00% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 37.59 |
Premium | 0.25% |
Premium p.a. | 0.67% |
Leverage | 11.26 |
Implied volatility | 0.32 |
ISIN | CH1305126992 |
Symbol | ABBKWZ |
Security | 130512699 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.12.2023 |
Premium | 24.59% |
Premium p.a. | 67.49% |
Leverage | 189.64 |
Implied volatility | 31.77% |
Moneyness | out-of-the-money |
Leverage | 11.2648 |
Delta | -0.0594 |
Gamma | 0.0026 |
Theta | -0.0008 |
Rho | -0.0022 |
Vega | 0.0068 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 35.75 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |