Last price paid | 0.76 | |
Change | +11.76% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 500.00 Unit | |
Date/time | 06.06.2024 17:15 |
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 | +32.46% |
Year to date (YTD) | +40.74% |
1 month | +123.53% |
3 months | +68.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 81.13 |
Premium | 0.09% |
Premium p.a. | 0.08% |
Leverage | 3.93 |
Implied volatility | 0.32 |
ISIN | CH1305127495 |
Symbol | LOGRZZ |
Security | 130512749 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 84.00 |
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 | 8.95% |
Premium p.a. | 8.46% |
Leverage | 6.02 |
Implied volatility | 32.09% |
Moneyness | in-the-money |
Leverage | 3.9251 |
Delta | 0.6516 |
Gamma | 0.0006 |
Theta | -0.0007 |
Rho | 0.0212 |
Vega | 0.0170 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 99.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |