Last price paid | 0.83 | |
Change | +9.21% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +240.48% |
Year to date (YTD) | +50.91% |
1 month | +176.67% |
3 months | +59.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.60 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 4.95 |
Implied volatility | 0.38 |
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 | 1.85% |
Premium p.a. | 6.43% |
Leverage | 6.20 |
Implied volatility | 37.58% |
Moneyness | in-the-money |
Leverage | 4.9498 |
Delta | 0.7983 |
Gamma | 0.0008 |
Theta | -0.0010 |
Rho | 0.0059 |
Vega | 0.0065 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 90.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 248.30 |
NOVARTIS N | 95.17 |
Nestlé SA | 95.88 |
Lonza Group | 482.80 |
SWISSCOM N | 496.60 |
Name | Price |
---|---|
LOGITECH INT. | 88.78 |
SONOVA HLDG N | 275.30 |
Sika AG | 257.90 |
Compagnie Financi... | 143.40 |
Alcon AG | 80.64 |