Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 04.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -88.46% |
Year to date (YTD) | n.a. |
1 month | -63.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 40.30 |
Premium | 0.19% |
Premium p.a. | 0.56% |
Leverage | 12.99 |
Implied volatility | 0.27 |
ISIN | CH1305140530 |
Symbol | ABB74Z |
Security | 130514053 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 26.02.2024 |
Premium | 19.36% |
Premium p.a. | 56.08% |
Leverage | 164.10 |
Implied volatility | 27.20% |
Moneyness | out-of-the-money |
Leverage | 12.9854 |
Delta | -0.0791 |
Gamma | 0.0037 |
Theta | -0.0009 |
Rho | -0.0029 |
Vega | 0.0085 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 39.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |