Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.16% |
Year to date (YTD) | n.a. |
1 month | -83.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 42.21 |
Premium | 0.15% |
Premium p.a. | 1.83% |
Leverage | 25.60 |
Implied volatility | 0.33 |
ISIN | CH1305151479 |
Symbol | ABBDGZ |
Security | 130515147 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 11.04.2024 |
Premium | 15.08% |
Premium p.a. | 183.47% |
Leverage | 658.27 |
Implied volatility | 33.03% |
Moneyness | out-of-the-money |
Leverage | 25.5955 |
Delta | -0.0389 |
Gamma | 0.0036 |
Theta | -0.0013 |
Rho | -0.0003 |
Vega | 0.0024 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 41.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |