Last price paid | 0.065 | |
Change | +18.18% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -71.43% |
Year to date (YTD) | -90.00% |
1 month | -23.53% |
3 months | -63.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 440.55 |
Premium | 0.19% |
Premium p.a. | 0.58% |
Leverage | 8.65 |
Implied volatility | 0.36 |
ISIN | CH1268391658 |
Symbol | LONIWZ |
Security | 126839165 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 400.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 19.29% |
Premium p.a. | 58.19% |
Leverage | 60.71 |
Implied volatility | 35.76% |
Moneyness | out-of-the-money |
Leverage | 8.6462 |
Delta | -0.1424 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0026 |
Vega | 0.0063 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 392.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'238.00 |
Nestlé SA | 91.84 |
ZURICH INSURANCE | 469.70 |
ABB Ltd | 49.70 |
Name | Price |
---|---|
Lonza Group | 487.00 |
Compagnie Financi... | 142.25 |
UBS | 28.06 |
Partners Group Ho... | 1'198.00 |
GEBERIT N | 556.80 |