Last price paid | 1.61 | |
Change | +4.55% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | +243.62% |
Year to date (YTD) | n.a. |
1 month | +71.28% |
3 months | +274.42% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 40.14 |
Premium | 0.05% |
Premium p.a. | 0.04% |
Leverage | 4.41 |
Implied volatility | 0.25 |
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 | 4.53% |
Premium p.a. | 4.16% |
Leverage | 6.17 |
Implied volatility | 25.04% |
Moneyness | in-the-money |
Leverage | 4.4144 |
Delta | 0.7155 |
Gamma | 0.0052 |
Theta | -0.0010 |
Rho | 0.0491 |
Vega | 0.0342 |
Fair value | 0.45 |
Intrinsic value | n.a. |
Break-even | 52.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |