Last price paid | 0.31 | |
Change | +10.71% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +3.33% |
3 months | +40.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 81.13 |
Premium | 0.23% |
Premium p.a. | 0.23% |
Leverage | 5.30 |
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 | 23.06% |
Premium p.a. | 22.99% |
Leverage | 14.13 |
Implied volatility | 32.16% |
Moneyness | out-of-the-money |
Leverage | 5.2966 |
Delta | 0.3747 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0122 |
Vega | 0.0163 |
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 |
---|---|
Sika AG | 260.50 |
SONOVA HLDG N | 274.30 |
KUEHNE & NAGEL | 260.20 |
Lonza Group | 486.00 |
Alcon AG | 80.26 |
Name | Price |
---|---|
Compagnie Financi... | 142.30 |
ROCHE GS | 250.10 |
Swiss Re | 111.25 |
ZURICH INSURANCE | 480.40 |
Nestlé SA | 92.98 |