Last price paid | 1.00 | |
Change | -2.91% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
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 | +155.13% |
Year to date (YTD) | n.a. |
1 month | +104.08% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 40.30 |
Premium | 0.12% |
Premium p.a. | 0.07% |
Leverage | 5.02 |
Implied volatility | 0.22 |
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 | 11.90% |
Premium p.a. | 7.11% |
Leverage | 9.52 |
Implied volatility | 22.29% |
Moneyness | out-of-the-money |
Leverage | 5.0221 |
Delta | 0.5278 |
Gamma | 0.0058 |
Theta | -0.0009 |
Rho | 0.0593 |
Vega | 0.0475 |
Fair value | 1.00 |
Intrinsic value | n.a. |
Break-even | 52.98 |
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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Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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