Last price paid | 2.50 | |
Change | +2.46% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +279.55% |
Year to date (YTD) | +273.13% |
1 month | +47.06% |
3 months | +152.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 36.74 |
Premium | 0.03% |
Premium p.a. | 0.02% |
Leverage | 3.25 |
Implied volatility | 0.30 |
ISIN | CH1281051735 |
Symbol | ABBK7Z |
Security | 128105173 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 38.00 |
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 | 2.63% |
Premium p.a. | 2.40% |
Leverage | 3.93 |
Implied volatility | 30.22% |
Moneyness | in-the-money |
Leverage | 3.2516 |
Delta | 0.8273 |
Gamma | 0.0034 |
Theta | -0.0008 |
Rho | 0.0466 |
Vega | 0.0250 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 50.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |