Last price paid | 0.89 | |
Change | -10.10% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | +228.85% |
Year to date (YTD) | +535.71% |
1 month | -29.92% |
3 months | +30.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 376.75 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 5.22 |
Implied volatility | 0.68 |
ISIN | CH1281034327 |
Symbol | LONK0Z |
Security | 128103432 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 0.54% |
Premium p.a. | 13.10% |
Leverage | 5.65 |
Implied volatility | 67.99% |
Moneyness | in-the-money |
Leverage | 5.2235 |
Delta | 0.9248 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0015 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 485.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.58 |
KUEHNE & NAGEL | 260.90 |
ROCHE GS | 244.30 |
LOGITECH INT. | 91.14 |
SWISSCOM N | 492.40 |
Name | Price |
---|---|
Sika AG | 262.80 |
UBS | 27.42 |
Compagnie Financi... | 146.70 |
GEBERIT N | 548.20 |
SONOVA HLDG N | 278.40 |