Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | -53.85% |
Year to date (YTD) | -63.33% |
1 month | -8.33% |
3 months | -45.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 10'370.00 |
Premium | 0.07% |
Premium p.a. | 0.28% |
Leverage | 11.44 |
Implied volatility | 0.25 |
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 | 7.18% |
Premium p.a. | 28.47% |
Leverage | 34.83 |
Implied volatility | 24.79% |
Moneyness | out-of-the-money |
Leverage | 11.4398 |
Delta | -0.3284 |
Gamma | 0.0000 |
Theta | -0.0005 |
Rho | -0.0019 |
Vega | 0.0038 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 9'700.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |