Last price paid | 2.36 | |
Change | +3.51% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +314.91% |
Year to date (YTD) | n.a. |
1 month | +47.50% |
3 months | +165.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 36.35 |
Premium | 0.04% |
Premium p.a. | 0.03% |
Leverage | 3.30 |
Implied volatility | 0.26 |
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 | 4.32% |
Premium p.a. | 2.66% |
Leverage | 4.20 |
Implied volatility | 26.31% |
Moneyness | in-the-money |
Leverage | 3.2966 |
Delta | 0.7847 |
Gamma | 0.0035 |
Theta | -0.0007 |
Rho | 0.0736 |
Vega | 0.0354 |
Fair value | 0.43 |
Intrinsic value | n.a. |
Break-even | 51.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.60 |
Givaudan | 4'253.00 |
ROCHE GS | 229.80 |
Nestlé SA | 92.28 |
ABB Ltd | 49.74 |
Name | Price |
---|---|
Lonza Group | 505.80 |
ZURICH INSURANCE | 467.80 |
Sika AG | 282.10 |
NOVARTIS N | 91.38 |
Partners Group Ho... | 1'222.50 |