Last price paid | 0.35 | |
Change | -2.78% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +75.00% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | +6.06% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 76.61 |
Premium | 0.04% |
Premium p.a. | 0.16% |
Leverage | 7.16 |
Implied volatility | 0.34 |
ISIN | CH1305139094 |
Symbol | LOG5VZ |
Security | 130513909 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.02.2024 |
Premium | 4.04% |
Premium p.a. | 15.85% |
Leverage | 11.45 |
Implied volatility | 33.60% |
Moneyness | in-the-money |
Leverage | 7.1609 |
Delta | 0.6256 |
Gamma | 0.0013 |
Theta | -0.0013 |
Rho | 0.0049 |
Vega | 0.0083 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 91.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.60 |
KUEHNE & NAGEL | 262.20 |
Sika AG | 260.80 |
LOGITECH INT. | 88.02 |
Lonza Group | 490.00 |
Name | Price |
---|---|
ZURICH INSURANCE | 481.90 |
Compagnie Financi... | 143.50 |
Swiss Re | 112.30 |
SWISSCOM N | 505.50 |
ROCHE GS | 253.60 |