Last price paid | 0.10 | |
Change | -9.09% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -71.21% |
Year to date (YTD) | -62.96% |
1 month | -68.75% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 75.16 |
Premium | 0.25% |
Premium p.a. | 0.40% |
Leverage | 6.36 |
Implied volatility | 0.35 |
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 | 25.16% |
Premium p.a. | 40.45% |
Leverage | 46.48 |
Implied volatility | 34.57% |
Moneyness | out-of-the-money |
Leverage | 6.3641 |
Delta | -0.1369 |
Gamma | 0.0005 |
Theta | -0.0006 |
Rho | -0.0040 |
Vega | 0.0076 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 66.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |