Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.04.2024 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 | -80.00% |
Year to date (YTD) | -81.25% |
1 month | -25.00% |
3 months | -70.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 6.83 |
Premium | 0.26% |
Premium p.a. | 3.73% |
Leverage | 10.40 |
Implied volatility | 0.76 |
ISIN | CH1281035837 |
Symbol | LHAK3Z |
Security | 128103583 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 8.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 25.58% |
Premium p.a. | 373.44% |
Leverage | 63.06 |
Implied volatility | 75.61% |
Moneyness | out-of-the-money |
Leverage | 10.4029 |
Delta | 0.1650 |
Gamma | 0.0199 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 8.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 556.00 |
Holcim | 79.58 |
ABB Ltd | 49.78 |
SWISSCOM N | 502.00 |
Nestlé SA | 96.16 |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Swiss Re | 113.80 |
Partners Group Ho... | 1'201.00 |
NOVARTIS N | 92.92 |
Sika AG | 272.20 |