Last price paid | 0.75 | |
Change | -10.71% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +213.46% |
Year to date (YTD) | +435.71% |
1 month | -42.31% |
3 months | -8.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 376.75 |
Premium | 0.00% |
Premium p.a. | 0.15% |
Leverage | 5.49 |
Implied volatility | 0.76 |
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 | 0.42% |
Premium p.a. | 15.22% |
Leverage | 5.88 |
Implied volatility | 76.13% |
Moneyness | in-the-money |
Leverage | 5.4927 |
Delta | 0.9336 |
Gamma | 0.0000 |
Theta | -0.0039 |
Rho | 0.0010 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 481.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.30 |
Swiss Life Hldg | 645.80 |
ABB Ltd | 50.84 |
Swiss Re | 111.05 |
Sika AG | 255.90 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
SONOVA HLDG N | 270.30 |
NOVARTIS N | 93.24 |
Nestlé SA | 94.84 |
Alcon AG | 78.48 |