Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Issue price | 0.33 |
Underlying price on issue | 75.16 |
Premium | 0.25% |
Premium p.a. | 0.47% |
Leverage | 6.60 |
Implied volatility | 0.36 |
ISIN | CH1281046115 |
Symbol | LOGXGZ |
Security | 128104611 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 01.12.2023 |
Premium | 24.89% |
Premium p.a. | 46.83% |
Leverage | 48.97 |
Implied volatility | 36.35% |
Moneyness | out-of-the-money |
Leverage | 6.5996 |
Delta | -0.1348 |
Gamma | 0.0005 |
Theta | -0.0007 |
Rho | -0.0035 |
Vega | 0.0069 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 66.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.50 |
KUEHNE & NAGEL | 262.30 |
LOGITECH INT. | 88.10 |
Sika AG | 261.00 |
Lonza Group | 490.70 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.70 |
Compagnie Financi... | 143.70 |
Swiss Re | 112.50 |
SWISSCOM N | 506.00 |
ROCHE GS | 253.70 |