Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.83% |
Year to date (YTD) | -72.22% |
1 month | -54.55% |
3 months | -86.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 11'045.00 |
Premium | 0.14% |
Premium p.a. | 1.87% |
Leverage | 30.06 |
Implied volatility | 0.29 |
ISIN | CH1268375172 |
Symbol | LISM8Z |
Security | 126837517 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lindt&Spruengli PS, CH0010570767 |
Underlying ISIN | CH0010570767 |
Strike | 12'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 1000 |
Value day | 21.06.2023 |
Premium | 14.37% |
Premium p.a. | 187.29% |
Leverage | 525.50 |
Implied volatility | 29.25% |
Moneyness | out-of-the-money |
Leverage | 30.0599 |
Delta | 0.0572 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | 0.0004 |
Vega | 0.0033 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 12'020.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |