Last price paid | 0.095 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -77.91% |
Year to date (YTD) | -72.06% |
1 month | -5.00% |
3 months | -63.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 75.16 |
Premium | 0.14% |
Premium p.a. | 0.55% |
Leverage | 9.65 |
Implied volatility | 0.33 |
ISIN | CH1281046024 |
Symbol | LOGUIZ |
Security | 128104602 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 76.00 |
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 | 14.12% |
Premium p.a. | 55.40% |
Leverage | 45.41 |
Implied volatility | 33.18% |
Moneyness | out-of-the-money |
Leverage | 9.6475 |
Delta | -0.2124 |
Gamma | 0.0010 |
Theta | -0.0012 |
Rho | -0.0026 |
Vega | 0.0063 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 74.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |