Last price paid | 0.23 | |
Change | -14.81% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.07.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -27.42% |
Year to date (YTD) | -17.86% |
1 month | -36.11% |
3 months | +21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 81.13 |
Premium | 0.28% |
Premium p.a. | 0.29% |
Leverage | 5.71 |
Implied volatility | 0.32 |
ISIN | CH1305127412 |
Symbol | LOGUAZ |
Security | 130512741 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.12.2023 |
Premium | 27.72% |
Premium p.a. | 28.83% |
Leverage | 18.18 |
Implied volatility | 32.30% |
Moneyness | out-of-the-money |
Leverage | 5.7107 |
Delta | 0.3141 |
Gamma | 0.0007 |
Theta | -0.0006 |
Rho | 0.0096 |
Vega | 0.0141 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 104.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |