Last price paid | 1.36 | |
Change | -11.69% [ -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 | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +382.69% |
Year to date (YTD) | +403.70% |
1 month | -19.05% |
3 months | +24.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 345.80 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 3.72 |
Implied volatility | 0.60 |
ISIN | CH1281035506 |
Symbol | LON38Z |
Security | 128103550 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 360.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.10.2023 |
Premium | 0.33% |
Premium p.a. | 4.02% |
Leverage | 3.86 |
Implied volatility | 59.50% |
Moneyness | in-the-money |
Leverage | 3.7247 |
Delta | 0.9660 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | 0.0028 |
Vega | 0.0010 |
Fair value | 0.02 |
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 |
---|---|
Lonza Group | 482.50 |
UBS | 28.04 |
Partners Group Ho... | 1'195.50 |
GEBERIT N | 557.00 |
Holcim | 79.28 |