Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 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 | -90.74% |
Year to date (YTD) | n.a. |
1 month | -88.64% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 42.39 |
Premium | 0.14% |
Premium p.a. | 1.20% |
Leverage | 22.99 |
Implied volatility | 0.29 |
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 | 13.78% |
Premium p.a. | 119.79% |
Leverage | 379.28 |
Implied volatility | 28.80% |
Moneyness | out-of-the-money |
Leverage | 22.9920 |
Delta | -0.0606 |
Gamma | 0.0052 |
Theta | -0.0013 |
Rho | -0.0007 |
Vega | 0.0038 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 40.88 |
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 |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |