Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 27.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | +300.00% |
1 month | -66.67% |
3 months | -76.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 440.55 |
Premium | 0.00% |
Premium p.a. | 0.14% |
Leverage | 23.81 |
Implied volatility | 0.23 |
ISIN | CH1268391583 |
Symbol | LONXTZ |
Security | 126839158 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 460.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 20.09.2023 |
Premium | 0.27% |
Premium p.a. | 14.25% |
Leverage | 27.98 |
Implied volatility | 23.48% |
Moneyness | in-the-money |
Leverage | 23.8072 |
Delta | 0.8508 |
Gamma | 0.0001 |
Theta | -0.0027 |
Rho | 0.0007 |
Vega | 0.0015 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 477.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.50 |
KUEHNE & NAGEL | 260.90 |
Lonza Group | 488.40 |
SONOVA HLDG N | 274.10 |
Alcon AG | 80.24 |
Name | Price |
---|---|
ROCHE GS | 250.10 |
Compagnie Financi... | 142.50 |
Swiss Re | 111.05 |
ZURICH INSURANCE | 480.00 |
Nestlé SA | 92.92 |