Last price paid | 0.79 | |
Change | -4.82% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 24.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +685.00% |
Year to date (YTD) | n.a. |
1 month | -3.66% |
3 months | +83.72% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 362.30 |
Premium | 0.06% |
Premium p.a. | 0.09% |
Leverage | 4.78 |
Implied volatility | 0.30 |
ISIN | CH1305130721 |
Symbol | LONWAZ |
Security | 130513072 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 480.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 17.01.2024 |
Premium | 5.90% |
Premium p.a. | 9.16% |
Leverage | 6.72 |
Implied volatility | 29.91% |
Moneyness | in-the-money |
Leverage | 4.7752 |
Delta | 0.7108 |
Gamma | 0.0000 |
Theta | -0.0011 |
Rho | 0.0191 |
Vega | 0.0145 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 558.50 |
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 |