Last price paid | 0.045 | |
Change | -18.18% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.07.2024 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 | -65.38% |
Year to date (YTD) | -70.00% |
1 month | -35.71% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 10'370.00 |
Premium | 0.10% |
Premium p.a. | 0.44% |
Leverage | 11.60 |
Implied volatility | 0.29 |
ISIN | CH1268390825 |
Symbol | LISNTZ |
Security | 126839082 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lindt&Spruengli PS, CH0010570767 |
Underlying ISIN | CH0010570767 |
Strike | 10'000.00 |
C/P type | put |
Subscription ratio | 5'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5000 |
Value day | 19.09.2023 |
Premium | 10.16% |
Premium p.a. | 44.13% |
Leverage | 48.36 |
Implied volatility | 28.51% |
Moneyness | out-of-the-money |
Leverage | 11.5970 |
Delta | -0.2398 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0013 |
Vega | 0.0032 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 9'775.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |