Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 24.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -64.29% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 80.44 |
Premium | 0.34% |
Premium p.a. | 0.94% |
Leverage | 12.39 |
Implied volatility | 0.32 |
ISIN | CH1305130713 |
Symbol | LOG2FZ |
Security | 130513071 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.01.2024 |
Premium | 34.10% |
Premium p.a. | 93.59% |
Leverage | 164.80 |
Implied volatility | 32.01% |
Moneyness | out-of-the-money |
Leverage | 12.3922 |
Delta | 0.0752 |
Gamma | 0.0004 |
Theta | -0.0004 |
Rho | 0.0009 |
Vega | 0.0035 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 110.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |