Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +45.00% |
Year to date (YTD) | n.a. |
1 month | +75.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 55.27 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 8.93 |
Implied volatility | 0.21 |
ISIN | CH1305142569 |
Symbol | ABIG8Z |
Security | 130514256 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | AB InBev, BE0974293251 |
Underlying ISIN | BE0974293251 |
Strike | 64.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 11.50% |
Premium p.a. | 18.99% |
Leverage | 20.54 |
Implied volatility | 21.34% |
Moneyness | out-of-the-money |
Leverage | 8.9331 |
Delta | 0.4350 |
Gamma | 0.0020 |
Theta | -0.0006 |
Rho | 0.0070 |
Vega | 0.0091 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 66.92 |
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 |