Last price paid | 0.31 | |
Change | +6.90% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +96.88% |
Year to date (YTD) | -29.55% |
1 month | +63.16% |
3 months | +3.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 64.60 |
Premium | 0.06% |
Premium p.a. | 0.16% |
Leverage | 7.27 |
Implied volatility | 0.30 |
ISIN | CH1268390924 |
Symbol | LOGYXZ |
Security | 126839092 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 5.76% |
Premium p.a. | 15.69% |
Leverage | 12.95 |
Implied volatility | 29.68% |
Moneyness | in-the-money |
Leverage | 7.2719 |
Delta | 0.5614 |
Gamma | 0.0014 |
Theta | -0.0010 |
Rho | 0.0061 |
Vega | 0.0096 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 86.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |