Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.90% |
Year to date (YTD) | -92.31% |
1 month | n.a. |
3 months | -88.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 33.94 |
Premium | 0.32% |
Premium p.a. | 2.36% |
Leverage | 16.61 |
Implied volatility | 0.46 |
ISIN | CH1250735169 |
Symbol | ABB83Z |
Security | 125073516 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 32.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.05.2023 |
Premium | 31.65% |
Premium p.a. | 235.79% |
Leverage | 1'701.09 |
Implied volatility | 46.25% |
Moneyness | out-of-the-money |
Leverage | 16.6104 |
Delta | -0.0098 |
Gamma | 0.0007 |
Theta | -0.0004 |
Rho | -0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 31.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 246.50 |
Compagnie Financi... | 136.25 |
Holcim | 81.30 |
Swiss Re | 105.45 |
ROCHE GS | 225.90 |
Name | Price |
---|---|
Givaudan | 4'062.00 |
GEBERIT N | 550.40 |
ZURICH INSURANCE | 457.20 |
Nestlé SA | 94.64 |
Alcon AG | 73.36 |