Last price paid | 0.69 | |
Change | -4.17% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +235.71% |
Year to date (YTD) | +25.45% |
1 month | +53.33% |
3 months | +9.52% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 64.60 |
Premium | 0.02% |
Premium p.a. | 0.08% |
Leverage | 4.85 |
Implied volatility | 0.41 |
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 | 2.34% |
Premium p.a. | 8.46% |
Leverage | 6.24 |
Implied volatility | 40.61% |
Moneyness | in-the-money |
Leverage | 4.8511 |
Delta | 0.7769 |
Gamma | 0.0008 |
Theta | -0.0011 |
Rho | 0.0056 |
Vega | 0.0067 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 90.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.50 |
Swiss Life Hldg | 645.60 |
ABB Ltd | 50.86 |
Holcim | 80.98 |
Givaudan | 4'340.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
Nestlé SA | 94.44 |
NOVARTIS N | 92.93 |
Alcon AG | 78.36 |
SWISSCOM N | 495.60 |