Last price paid | 1.22 | |
Change | -3.17% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.06.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +447.92% |
Year to date (YTD) | +454.55% |
1 month | +134.62% |
3 months | +306.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 34.91 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.69 |
Implied volatility | 0.22 |
ISIN | CH1268373193 |
Symbol | ABBWCZ |
Security | 126837319 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 43.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.06.2023 |
Premium | 3.32% |
Premium p.a. | 5.28% |
Leverage | 7.30 |
Implied volatility | 22.07% |
Moneyness | in-the-money |
Leverage | 5.6880 |
Delta | 0.7795 |
Gamma | 0.0071 |
Theta | -0.0014 |
Rho | 0.0389 |
Vega | 0.0226 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 49.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.66 |
ABB Ltd | 48.00 |
Alcon AG | 80.66 |
Sika AG | 282.90 |
Partners Group Ho... | 1'261.50 |
Name | Price |
---|---|
SONOVA HLDG N | 280.00 |
Lonza Group | 517.00 |
Compagnie Financi... | 142.90 |
KUEHNE & NAGEL | 245.50 |
Nestlé SA | 95.74 |