Last price paid | 0.13 | |
Change | +30.00% [ +0.03 ] | |
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 | -65.56% |
Year to date (YTD) | -86.60% |
1 month | -7.14% |
3 months | -58.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 440.55 |
Premium | 0.13% |
Premium p.a. | 0.39% |
Leverage | 8.02 |
Implied volatility | 0.33 |
ISIN | CH1268391674 |
Symbol | LONXOZ |
Security | 126839167 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 440.00 |
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 | 12.82% |
Premium p.a. | 38.66% |
Leverage | 31.41 |
Implied volatility | 32.71% |
Moneyness | out-of-the-money |
Leverage | 8.0180 |
Delta | -0.2552 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0046 |
Vega | 0.0090 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 424.50 |
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 | 4'236.00 |
ROCHE GS | 229.40 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'195.50 |
UBS | 28.07 |
GEBERIT N | 556.80 |
Holcim | 79.26 |