Last price paid | 0.40 | |
Change | -4.76% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +119.44% |
Year to date (YTD) | n.a. |
1 month | +166.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 41.75 |
Premium | 0.14% |
Premium p.a. | 0.16% |
Leverage | 8.29 |
Implied volatility | 0.21 |
ISIN | CH1305148400 |
Symbol | ABBS4Z |
Security | 130514840 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 52.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 25.03.2024 |
Premium | 13.85% |
Premium p.a. | 16.05% |
Leverage | 24.01 |
Implied volatility | 21.43% |
Moneyness | out-of-the-money |
Leverage | 8.2939 |
Delta | 0.3455 |
Gamma | 0.0078 |
Theta | -0.0010 |
Rho | 0.0225 |
Vega | 0.0322 |
Fair value | 0.40 |
Intrinsic value | n.a. |
Break-even | 53.98 |
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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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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