Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 7.61 |
Premium | 0.05% |
Premium p.a. | 0.09% |
Leverage | 3.42 |
Implied volatility | 0.36 |
ISIN | CH1305129434 |
Symbol | LHARJZ |
Security | 130512943 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 7.20 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 5.06% |
Premium p.a. | 8.50% |
Leverage | 6.01 |
Implied volatility | 36.02% |
Moneyness | in-the-money |
Leverage | 3.4187 |
Delta | -0.5692 |
Gamma | 0.0224 |
Theta | -0.0001 |
Rho | -0.0028 |
Vega | 0.0019 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 6.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.78 |
GEBERIT N | 555.40 |
ABB Ltd | 49.84 |
SWISSCOM N | 502.50 |
Nestlé SA | 96.36 |
Name | Price |
---|---|
Givaudan | 4'195.00 |
Swiss Re | 113.90 |
SONOVA HLDG N | 283.80 |
Alcon AG | 80.12 |
Partners Group Ho... | 1'204.00 |