Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.07.2024 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 | -76.92% |
Year to date (YTD) | -76.67% |
1 month | -30.00% |
3 months | -65.00% |
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. | 0.60% |
Leverage | 14.67 |
Implied volatility | 0.28 |
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 | 9.80% |
Premium p.a. | 59.61% |
Leverage | 72.80 |
Implied volatility | 28.47% |
Moneyness | out-of-the-money |
Leverage | 14.6728 |
Delta | -0.2015 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | -0.0008 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 9'850.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |