Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 70'000.00 Unit | |
Date/time | 02.11.2023 17:15 |
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 | -89.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 9.28 |
Premium | 0.84% |
Premium p.a. | 12.20% |
Leverage | 7.39 |
Implied volatility | 1.35 |
ISIN | CH1268369563 |
Symbol | LHAZ0Z |
Security | 126836956 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 11.80 |
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 | 83.59% |
Premium p.a. | 1220.42% |
Leverage | 114.76 |
Implied volatility | 135.20% |
Moneyness | out-of-the-money |
Leverage | 7.3866 |
Delta | 0.0644 |
Gamma | 0.0056 |
Theta | -0.0006 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 11.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
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SWISSCOM N | 502.50 |
ABB Ltd | 49.81 |
Nestlé SA | 96.30 |
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Swiss Re | 113.60 |
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