Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 9.28 |
Premium | 0.57% |
Premium p.a. | 8.27% |
Leverage | 7.28 |
Implied volatility | 1.23 |
ISIN | CH1268369514 |
Symbol | LHAF3Z |
Security | 126836951 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 10.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 56.62% |
Premium p.a. | 826.69% |
Leverage | 63.14 |
Implied volatility | 122.52% |
Moneyness | out-of-the-money |
Leverage | 7.2796 |
Delta | 0.1153 |
Gamma | 0.0096 |
Theta | -0.0008 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 10.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'173.00 |
LOGITECH INT. | 88.66 |
Partners Group Ho... | 1'198.50 |
NOVARTIS N | 92.90 |
Swiss Re | 114.45 |