Last price paid | 0.10 | |
Change | -23.08% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -68.18% |
Year to date (YTD) | -62.96% |
1 month | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 75.16 |
Premium | 0.12% |
Premium p.a. | 0.44% |
Leverage | 8.89 |
Implied volatility | 0.33 |
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 | 12.23% |
Premium p.a. | 44.19% |
Leverage | 35.75 |
Implied volatility | 32.85% |
Moneyness | out-of-the-money |
Leverage | 8.8932 |
Delta | -0.2487 |
Gamma | 0.0012 |
Theta | -0.0010 |
Rho | -0.0029 |
Vega | 0.0063 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 65.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |