Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +3.85% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 82.23 |
Premium | 0.30% |
Premium p.a. | 0.40% |
Leverage | 7.25 |
Implied volatility | 0.31 |
ISIN | CH1305148582 |
Symbol | LOGP6Z |
Security | 130514858 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
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 | 25.03.2024 |
Premium | 29.87% |
Premium p.a. | 39.50% |
Leverage | 32.14 |
Implied volatility | 31.01% |
Moneyness | out-of-the-money |
Leverage | 7.2507 |
Delta | 0.2256 |
Gamma | 0.0006 |
Theta | -0.0006 |
Rho | 0.0060 |
Vega | 0.0113 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 112.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |