Last price paid | 0.26 | |
Change | -10.34% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +138.89% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 42.39 |
Premium | 0.09% |
Premium p.a. | 0.24% |
Leverage | 14.41 |
Implied volatility | 0.19 |
ISIN | CH1305145166 |
Symbol | ABBSBZ |
Security | 130514516 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 18.03.2024 |
Premium | 8.62% |
Premium p.a. | 23.67% |
Leverage | 43.74 |
Implied volatility | 18.58% |
Moneyness | out-of-the-money |
Leverage | 14.4088 |
Delta | 0.3294 |
Gamma | 0.0137 |
Theta | -0.0016 |
Rho | 0.0105 |
Vega | 0.0205 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 51.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 143.90 |
Swiss Re | 109.40 |
LOGITECH INT. | 82.54 |
NOVARTIS N | 93.61 |
Nestlé SA | 96.30 |
Name | Price |
---|---|
Partners Group Ho... | 1'259.00 |
ABB Ltd | 47.08 |
Alcon AG | 80.10 |
GEBERIT N | 560.80 |
Sika AG | 280.10 |