Last price paid | 0.31 | |
Change | -3.13% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | -1.61% |
Year to date (YTD) | +10.71% |
1 month | +55.00% |
3 months | -3.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 81.13 |
Premium | 0.21% |
Premium p.a. | 0.20% |
Leverage | 5.51 |
Implied volatility | 0.30 |
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 | 20.98% |
Premium p.a. | 20.37% |
Leverage | 14.38 |
Implied volatility | 30.02% |
Moneyness | out-of-the-money |
Leverage | 5.5096 |
Delta | 0.3832 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0132 |
Vega | 0.0168 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 106.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |