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 | +716.67% |
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 | 0.27% |
Premium p.a. | 0.16% |
Leverage | 1.63 |
Implied volatility | 0.84 |
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 | 27.01% |
Premium p.a. | 16.03% |
Leverage | 2.14 |
Implied volatility | 84.50% |
Moneyness | in-the-money |
Leverage | 1.6297 |
Delta | 0.7614 |
Gamma | 0.0011 |
Theta | -0.0026 |
Rho | 0.0443 |
Vega | 0.0379 |
Fair value | 2.69 |
Intrinsic value | n.a. |
Break-even | 63.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'288.00 |
Sika AG | 286.20 |
ROCHE GS | 230.90 |
GEBERIT N | 570.80 |
KUEHNE & NAGEL | 251.80 |
Name | Price |
---|---|
LOGITECH INT. | 86.72 |
NOVARTIS N | 91.93 |
UBS | 28.40 |
Nestlé SA | 92.36 |
Alcon AG | 82.32 |