Last price paid | 0.01 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 200'000.00 Unit | |
Date/time | 22.04.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.83% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 7.50 |
Premium | 0.18% |
Premium p.a. | 2.68% |
Leverage | 15.53 |
Implied volatility | 0.52 |
ISIN | CH1305137817 |
Symbol | LHAR5Z |
Security | 130513781 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 7.60 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 18.37% |
Premium p.a. | 268.20% |
Leverage | 115.13 |
Implied volatility | 51.72% |
Moneyness | out-of-the-money |
Leverage | 15.5262 |
Delta | 0.1349 |
Gamma | 0.0253 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 7.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 554.40 |
SWISSCOM N | 501.50 |
ABB Ltd | 49.71 |
UBS | 28.63 |
Name | Price |
---|---|
Givaudan | 4'186.00 |
Partners Group Ho... | 1'192.00 |
Swiss Re | 114.00 |
NOVARTIS N | 92.65 |
SONOVA HLDG N | 283.30 |