Last price paid | 1.37 | |
Change | -3.52% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 17.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +493.48% |
Year to date (YTD) | n.a. |
1 month | +117.46% |
3 months | +242.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 36.34 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.57 |
Implied volatility | 0.22 |
ISIN | CH1305130234 |
Symbol | ABBKDZ |
Security | 130513023 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 10.01.2024 |
Premium | 2.98% |
Premium p.a. | 4.66% |
Leverage | 6.95 |
Implied volatility | 21.56% |
Moneyness | in-the-money |
Leverage | 5.5690 |
Delta | 0.8017 |
Gamma | 0.0068 |
Theta | -0.0013 |
Rho | 0.0400 |
Vega | 0.0211 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 48.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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