Last price paid | n.a. | |
Change | -3.68% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +457.14% |
Year to date (YTD) | +20.77% |
1 month | +8.28% |
3 months | +19.85% |
1 year | +647.62% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 48.14 |
Premium | 0.00% |
Premium p.a. | 0.17% |
Leverage | 2.67 |
Implied volatility | 1.82 |
ISIN | CH1237245050 |
Symbol | LOGLUZ |
Security | 123724505 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 55.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 0.33% |
Premium p.a. | 16.99% |
Leverage | 2.75 |
Implied volatility | 182.05% |
Moneyness | in-the-money |
Leverage | 2.6740 |
Delta | 0.9710 |
Gamma | 0.0002 |
Theta | -0.0048 |
Rho | 0.0005 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 86.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |