Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | +500.00% |
1 month | -57.14% |
3 months | -10.00% |
1 year | -85.94% |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 578.10 |
Premium | 0.27% |
Premium p.a. | 0.47% |
Leverage | 10.39 |
Implied volatility | 0.26 |
ISIN | CH1250729675 |
Symbol | LONJUZ |
Security | 125072967 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 600.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 04.05.2023 |
Premium | 26.75% |
Premium p.a. | 47.16% |
Leverage | 63.91 |
Implied volatility | 26.42% |
Moneyness | out-of-the-money |
Leverage | 10.3873 |
Delta | 0.1626 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0040 |
Vega | 0.0089 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 607.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.70 |
SWISSCOM N | 494.40 |
LOGITECH INT. | 90.96 |
Nestlé SA | 94.92 |
ZURICH INSURANCE | 472.70 |
Name | Price |
---|---|
Sika AG | 262.90 |
UBS | 27.22 |
ABB Ltd | 50.66 |
Compagnie Financi... | 146.45 |
Partners Group Ho... | 1'174.50 |