Last price paid | 1.98 | |
Change | -1.98% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 17.01.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +246.49% |
Year to date (YTD) | n.a. |
1 month | +69.23% |
3 months | +127.59% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 36.35 |
Premium | 0.05% |
Premium p.a. | 0.03% |
Leverage | 3.58 |
Implied volatility | 0.25 |
ISIN | CH1305130242 |
Symbol | ABBFBZ |
Security | 130513024 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
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 | 10.01.2024 |
Premium | 5.20% |
Premium p.a. | 3.14% |
Leverage | 4.80 |
Implied volatility | 25.18% |
Moneyness | in-the-money |
Leverage | 3.5751 |
Delta | 0.7446 |
Gamma | 0.0042 |
Theta | -0.0007 |
Rho | 0.0705 |
Vega | 0.0377 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 49.88 |
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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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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