Last price paid | 1.30 | |
Change | +16.07% [ +0.18 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +715.63% |
Year to date (YTD) | +1200.00% |
1 month | +91.18% |
3 months | +712.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 33.94 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 6.82 |
Implied volatility | 0.32 |
ISIN | CH1250735144 |
Symbol | ABBVDZ |
Security | 125073514 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.05.2023 |
Premium | 0.51% |
Premium p.a. | 4.87% |
Leverage | 7.40 |
Implied volatility | 31.92% |
Moneyness | in-the-money |
Leverage | 6.8201 |
Delta | 0.9217 |
Gamma | 0.0059 |
Theta | -0.0022 |
Rho | 0.0079 |
Vega | 0.0045 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 48.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |