Last price paid | 0.04 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -80.43% |
Year to date (YTD) | -90.00% |
1 month | n.a. |
3 months | -63.64% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 417.70 |
Premium | 0.27% |
Premium p.a. | 0.81% |
Leverage | 8.53 |
Implied volatility | 0.41 |
ISIN | CH1281032925 |
Symbol | LONPFZ |
Security | 128103292 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 360.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 04.10.2023 |
Premium | 26.81% |
Premium p.a. | 80.86% |
Leverage | 107.93 |
Implied volatility | 40.86% |
Moneyness | out-of-the-money |
Leverage | 8.5329 |
Delta | -0.0791 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | -0.0014 |
Vega | 0.0041 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 355.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.05 |
Givaudan | 4'231.00 |
Nestlé SA | 91.88 |
ZURICH INSURANCE | 469.80 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Lonza Group | 486.80 |
Compagnie Financi... | 142.40 |
UBS | 28.09 |
Partners Group Ho... | 1'197.50 |
GEBERIT N | 557.00 |