Last price paid | 0.14 | |
Change | +55.56% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +125.00% |
Year to date (YTD) | -22.22% |
1 month | +833.33% |
3 months | +40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 64.60 |
Premium | 0.01% |
Premium p.a. | 0.19% |
Leverage | 21.03 |
Implied volatility | 0.19 |
ISIN | CH1268390841 |
Symbol | LOGPSZ |
Security | 126839084 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 88.00 |
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 | 1.45% |
Premium p.a. | 18.96% |
Leverage | 33.11 |
Implied volatility | 18.95% |
Moneyness | in-the-money |
Leverage | 21.0323 |
Delta | 0.6352 |
Gamma | 0.0040 |
Theta | -0.0017 |
Rho | 0.0021 |
Vega | 0.0046 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 90.70 |
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 |