Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.04% |
Year to date (YTD) | 0.00% |
1 month | -75.00% |
3 months | -60.00% |
1 year | -97.30% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 523.00 |
Premium | 0.18% |
Premium p.a. | 8.26% |
Leverage | 24.43 |
Implied volatility | 0.68 |
ISIN | CH1250715161 |
Symbol | LONJNZ |
Security | 125071516 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 560.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 16.03.2023 |
Premium | 18.10% |
Premium p.a. | 825.88% |
Leverage | 431.91 |
Implied volatility | 67.72% |
Moneyness | out-of-the-money |
Leverage | 24.4311 |
Delta | 0.0566 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 561.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'175.00 |
SONOVA HLDG N | 274.00 |
Sika AG | 260.20 |
GEBERIT N | 543.60 |
Alcon AG | 79.46 |
Name | Price |
---|---|
Compagnie Financi... | 138.85 |
KUEHNE & NAGEL | 257.90 |
NOVARTIS N | 93.62 |
LOGITECH INT. | 87.08 |
Nestlé SA | 94.44 |