Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.09.2024 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 | -71.43% |
Year to date (YTD) | -58.33% |
1 month | -28.57% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 10'370.00 |
Premium | 0.11% |
Premium p.a. | 5.90% |
Leverage | 19.26 |
Implied volatility | 0.73 |
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 | 11.32% |
Premium p.a. | 590.02% |
Leverage | 108.70 |
Implied volatility | 72.85% |
Moneyness | out-of-the-money |
Leverage | 19.2585 |
Delta | 0.1772 |
Gamma | 0.0000 |
Theta | -0.0041 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 12'100.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |