Last price paid | 2.24 | |
Change | +3.70% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 19.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +342.16% |
Year to date (YTD) | +339.22% |
1 month | +54.48% |
3 months | +198.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 36.74 |
Premium | 0.03% |
Premium p.a. | 0.03% |
Leverage | 3.54 |
Implied volatility | 0.29 |
ISIN | CH1281051743 |
Symbol | ABBMCZ |
Security | 128105174 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 12.12.2023 |
Premium | 3.02% |
Premium p.a. | 2.79% |
Leverage | 4.41 |
Implied volatility | 28.60% |
Moneyness | in-the-money |
Leverage | 3.5397 |
Delta | 0.8019 |
Gamma | 0.0038 |
Theta | -0.0009 |
Rho | 0.0481 |
Vega | 0.0276 |
Fair value | 0.30 |
Intrinsic value | n.a. |
Break-even | 51.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'266.00 |
Compagnie Financi... | 144.25 |
ABB Ltd | 49.80 |
SONOVA HLDG N | 290.80 |
GEBERIT N | 567.40 |
Name | Price |
---|---|
Lonza Group | 504.60 |
Sika AG | 281.90 |
NOVARTIS N | 91.17 |
ZURICH INSURANCE | 468.20 |
KUEHNE & NAGEL | 249.00 |