Last price paid | 1.17 | |
Change | -13.33% [ -0.18 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 24.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +204.29% |
Year to date (YTD) | +485.00% |
1 month | -21.48% |
3 months | +28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 376.75 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 4.35 |
Implied volatility | 0.52 |
ISIN | CH1281034335 |
Symbol | LONWWZ |
Security | 128103433 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 380.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.10.2023 |
Premium | 0.37% |
Premium p.a. | 4.52% |
Leverage | 4.55 |
Implied volatility | 52.02% |
Moneyness | in-the-money |
Leverage | 4.3538 |
Delta | 0.9566 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0029 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 486.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 28.02 |
Partners Group Ho... | 1'196.00 |
Holcim | 79.30 |
Alcon AG | 80.40 |