Last price paid | 0.085 | |
Change | +6.25% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -82.69% |
Year to date (YTD) | n.a. |
1 month | -75.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 40.30 |
Premium | 0.17% |
Premium p.a. | 0.45% |
Leverage | 12.20 |
Implied volatility | 0.26 |
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 | 16.58% |
Premium p.a. | 45.50% |
Leverage | 105.36 |
Implied volatility | 26.00% |
Moneyness | out-of-the-money |
Leverage | 12.2049 |
Delta | -0.1158 |
Gamma | 0.0052 |
Theta | -0.0010 |
Rho | -0.0043 |
Vega | 0.0111 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 39.55 |
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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Givaudan | 4'180.00 |
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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