Last price paid | 1.25 | |
Change | +2.46% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 200.00 Unit | |
Date/time | 27.05.2024 17:15 |
Fixing | 19.12.2025 |
Settlement date | 04.03.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +229.49% |
Year to date (YTD) | n.a. |
1 month | +71.23% |
3 months | +257.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 40.30 |
Premium | 0.09% |
Premium p.a. | 0.06% |
Leverage | 4.65 |
Implied volatility | 0.23 |
ISIN | CH1305140514 |
Symbol | ABBNMZ |
Security | 130514051 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 26.02.2024 |
Premium | 9.24% |
Premium p.a. | 5.64% |
Leverage | 7.75 |
Implied volatility | 22.51% |
Moneyness | in-the-money |
Leverage | 4.6513 |
Delta | 0.5999 |
Gamma | 0.0054 |
Theta | -0.0009 |
Rho | 0.0682 |
Vega | 0.0480 |
Fair value | 0.92 |
Intrinsic value | n.a. |
Break-even | 54.43 |
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 |