Last price paid | n.a. | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 21.06.2024 |
Settlement date | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.04% |
Year to date (YTD) | -95.04% |
1 month | +44.44% |
3 months | -65.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 475.65 |
Premium | 0.00% |
Premium p.a. | 0.15% |
Leverage | 58.91 |
Implied volatility | 0.12 |
ISIN | CH1268387987 |
Symbol | LONGIZ |
Security | 126838798 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 480.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 13.09.2023 |
Premium | 0.29% |
Premium p.a. | 15.34% |
Leverage | 86.53 |
Implied volatility | 11.83% |
Moneyness | in-the-money |
Leverage | 58.9138 |
Delta | -0.6809 |
Gamma | 0.0004 |
Theta | -0.0019 |
Rho | -0.0006 |
Vega | 0.0023 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 474.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |