Last price paid | 1.25 | |
Change | -3.10% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | +413.46% |
Year to date (YTD) | +362.96% |
1 month | -22.36% |
3 months | +12.61% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 345.80 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 3.63 |
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 | 0.16% |
Premium p.a. | 2.47% |
Leverage | 3.69 |
Implied volatility | 59.50% |
Moneyness | in-the-money |
Leverage | 3.6306 |
Delta | 0.9837 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0023 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 493.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.10 |
Lonza Group | 492.80 |
Nestlé SA | 97.66 |
ROCHE GS | 234.40 |
SONOVA HLDG N | 285.70 |
Name | Price |
---|---|
UBS | 27.98 |
Swiss Re | 112.45 |
ABB Ltd | 49.40 |
ZURICH INSURANCE | 471.60 |
Sika AG | 269.90 |