Last price paid | 1.05 | |
Change | -12.50% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 3'000.00 Unit | |
Date/time | 28.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 24.10.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +186.36% |
Year to date (YTD) | +452.63% |
1 month | -19.23% |
3 months | +28.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 376.75 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 4.39 |
Implied volatility | 0.36 |
ISIN | CH1281034350 |
Symbol | LONYQZ |
Security | 128103435 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 400.00 |
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 | 2.06% |
Premium p.a. | 6.23% |
Leverage | 5.13 |
Implied volatility | 35.50% |
Moneyness | in-the-money |
Leverage | 4.3901 |
Delta | 0.8563 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0106 |
Vega | 0.0063 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 494.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 485.50 |
UBS | 28.02 |
Partners Group Ho... | 1'197.00 |
Holcim | 79.30 |
LOGITECH INT. | 86.44 |