Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -46.15% |
Year to date (YTD) | -53.33% |
1 month | n.a. |
3 months | -12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 10'370.00 |
Premium | 0.09% |
Premium p.a. | 0.26% |
Leverage | 9.25 |
Implied volatility | 0.26 |
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 | 9.30% |
Premium p.a. | 25.53% |
Leverage | 30.40 |
Implied volatility | 25.80% |
Moneyness | out-of-the-money |
Leverage | 9.2544 |
Delta | -0.3044 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0026 |
Vega | 0.0045 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 9'650.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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