Last price paid | 0.59 | |
Change | +5.36% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 24.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +357.69% |
Year to date (YTD) | n.a. |
1 month | +195.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 41.94 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 10.57 |
Implied volatility | 0.18 |
ISIN | CH1305152113 |
Symbol | ABBVWZ |
Security | 130515211 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | ABB N, CH0012221716 |
Underlying ISIN | CH0012221716 |
Strike | 48.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 17.04.2024 |
Premium | 3.36% |
Premium p.a. | 9.72% |
Leverage | 16.58 |
Implied volatility | 18.44% |
Moneyness | in-the-money |
Leverage | 10.5718 |
Delta | 0.6377 |
Gamma | 0.0140 |
Theta | -0.0018 |
Rho | 0.0197 |
Vega | 0.0217 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 50.98 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |