Last price paid | 0.065 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +14.29% |
Year to date (YTD) | n.a. |
1 month | +18.18% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 6.96 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 3.69 |
Implied volatility | 0.37 |
ISIN | CH1305143146 |
Symbol | LHAD6Z |
Security | 130514314 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 6.40 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 6.97% |
Premium p.a. | 12.29% |
Leverage | 7.24 |
Implied volatility | 36.94% |
Moneyness | in-the-money |
Leverage | 3.6931 |
Delta | -0.5102 |
Gamma | 0.0248 |
Theta | -0.0001 |
Rho | -0.0021 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 5.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.20 |
Alcon AG | 82.72 |
ROCHE GS | 244.60 |
LOGITECH INT. | 91.18 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Sika AG | 262.50 |
UBS | 27.50 |
Compagnie Financi... | 146.60 |
GEBERIT N | 547.40 |
Givaudan | 4'314.00 |