Last price paid | 0.06 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 28.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -85.14% |
Year to date (YTD) | -83.33% |
1 month | -14.29% |
3 months | -53.85% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.37 |
Underlying price on issue | 347.50 |
Premium | 0.37% |
Premium p.a. | 0.57% |
Leverage | 6.09 |
Implied volatility | 0.41 |
ISIN | CH1305127545 |
Symbol | LONURZ |
Security | 130512754 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 340.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.12.2023 |
Premium | 36.58% |
Premium p.a. | 56.81% |
Leverage | 95.89 |
Implied volatility | 41.15% |
Moneyness | out-of-the-money |
Leverage | 6.0902 |
Delta | -0.0635 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | -0.0025 |
Vega | 0.0053 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 334.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |