Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -57.14% |
Year to date (YTD) | -50.00% |
1 month | -25.00% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 10'370.00 |
Premium | 0.13% |
Premium p.a. | 0.49% |
Leverage | 14.94 |
Implied volatility | 0.24 |
ISIN | CH1268390809 |
Symbol | LIS73Z |
Security | 126839080 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lindt&Spruengli PS, CH0010570767 |
Underlying ISIN | CH0010570767 |
Strike | 12'000.00 |
C/P type | call |
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 | 13.45% |
Premium p.a. | 48.59% |
Leverage | 71.40 |
Implied volatility | 23.90% |
Moneyness | out-of-the-money |
Leverage | 14.9424 |
Delta | 0.2093 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0012 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 12'150.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 480.20 |
Partners Group Ho... | 1'161.00 |
Swiss Life Hldg | 646.40 |
ABB Ltd | 50.94 |
Givaudan | 4'357.00 |
Name | Price |
---|---|
NOVARTIS N | 93.11 |
Compagnie Financi... | 141.45 |
Nestlé SA | 94.74 |
SONOVA HLDG N | 271.20 |
Alcon AG | 78.42 |