Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 25.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.44% |
Year to date (YTD) | n.a. |
1 month | -77.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 42.39 |
Premium | 0.17% |
Premium p.a. | 2.12% |
Leverage | 23.37 |
Implied volatility | 0.37 |
ISIN | CH1305145182 |
Symbol | ABBNYZ |
Security | 130514518 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 41.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 18.03.2024 |
Premium | 16.82% |
Premium p.a. | 211.69% |
Leverage | 656.00 |
Implied volatility | 37.10% |
Moneyness | out-of-the-money |
Leverage | 23.3704 |
Delta | -0.0356 |
Gamma | 0.0030 |
Theta | -0.0013 |
Rho | -0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 40.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 488.20 |
NOVARTIS N | 91.25 |
LOGITECH INT. | 87.54 |
UBS | 28.01 |
Holcim | 79.22 |
Name | Price |
---|---|
Givaudan | 4'170.00 |
ROCHE GS | 227.40 |
SONOVA HLDG N | 286.50 |
Swiss Re | 112.75 |
ZURICH INSURANCE | 468.70 |