Last price paid | 1.26 | |
Change | -3.08% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 28.02.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +167.02% |
Year to date (YTD) | n.a. |
1 month | +100.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 40.14 |
Premium | 0.06% |
Premium p.a. | 0.05% |
Leverage | 4.89 |
Implied volatility | 0.24 |
ISIN | CH1305138799 |
Symbol | ABB1JZ |
Security | 130513879 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 21.02.2024 |
Premium | 6.04% |
Premium p.a. | 5.42% |
Leverage | 7.56 |
Implied volatility | 24.06% |
Moneyness | in-the-money |
Leverage | 4.8934 |
Delta | 0.6477 |
Gamma | 0.0062 |
Theta | -0.0010 |
Rho | 0.0455 |
Vega | 0.0362 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 50.28 |
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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SONOVA HLDG N | 291.20 |
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