Last price paid | 0.17 | |
Change | -29.17% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
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 | -41.18% |
Year to date (YTD) | +277.78% |
1 month | -76.06% |
3 months | -55.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 440.55 |
Premium | 0.01% |
Premium p.a. | 0.23% |
Leverage | 18.72 |
Implied volatility | 0.29 |
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 | 0.63% |
Premium p.a. | 22.96% |
Leverage | 23.85 |
Implied volatility | 28.75% |
Moneyness | in-the-money |
Leverage | 18.7183 |
Delta | 0.7848 |
Gamma | 0.0001 |
Theta | -0.0035 |
Rho | 0.0010 |
Vega | 0.0023 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 480.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'354.00 |
ABB Ltd | 50.64 |
Swiss Life Hldg | 641.40 |
LOGITECH INT. | 88.12 |
Swiss Re | 110.65 |
Name | Price |
---|---|
Compagnie Financi... | 141.15 |
SONOVA HLDG N | 270.50 |
NOVARTIS N | 93.20 |
Nestlé SA | 94.76 |
Alcon AG | 78.42 |