Last price paid | 0.42 | |
Change | +5.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +140.48% |
Year to date (YTD) | -23.64% |
1 month | +75.00% |
3 months | +7.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.60 |
Premium | 0.03% |
Premium p.a. | 0.09% |
Leverage | 5.82 |
Implied volatility | 0.32 |
ISIN | CH1268390890 |
Symbol | LOG4EZ |
Security | 126839089 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.09.2023 |
Premium | 3.26% |
Premium p.a. | 8.95% |
Leverage | 8.26 |
Implied volatility | 31.89% |
Moneyness | in-the-money |
Leverage | 5.8197 |
Delta | 0.7050 |
Gamma | 0.0011 |
Theta | -0.0009 |
Rho | 0.0071 |
Vega | 0.0085 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 86.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.00 |
LOGITECH INT. | 83.40 |
Swiss Re | 109.35 |
Givaudan | 4'149.00 |
NOVARTIS N | 93.41 |
Name | Price |
---|---|
SONOVA HLDG N | 292.80 |
Alcon AG | 79.94 |
ABB Ltd | 47.26 |
GEBERIT N | 561.80 |
Partners Group Ho... | 1'267.50 |