Last price paid | 0.74 | |
Change | -7.50% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +956.25% |
Year to date (YTD) | +1133.33% |
1 month | +428.57% |
3 months | +886.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 37.59 |
Premium | 0.01% |
Premium p.a. | 0.06% |
Leverage | 9.96 |
Implied volatility | 0.24 |
ISIN | CH1305126984 |
Symbol | ABBAUZ |
Security | 130512698 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.12.2023 |
Premium | 0.62% |
Premium p.a. | 5.91% |
Leverage | 11.34 |
Implied volatility | 23.90% |
Moneyness | in-the-money |
Leverage | 9.9576 |
Delta | 0.8778 |
Gamma | 0.0109 |
Theta | -0.0023 |
Rho | 0.0079 |
Vega | 0.0062 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 48.23 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.99 |
LOGITECH INT. | 83.06 |
Sika AG | 283.80 |
Alcon AG | 80.52 |
Givaudan | 4'197.00 |
Name | Price |
---|---|
SONOVA HLDG N | 281.80 |
Lonza Group | 522.60 |
Nestlé SA | 95.58 |
UBS | 27.40 |
Swiss Re | 109.55 |