Last price paid | 0.56 | |
Change | -1.75% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +0.91% |
Year to date (YTD) | n.a. |
1 month | +1.82% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 527.20 |
Premium | 0.07% |
Premium p.a. | 0.12% |
Leverage | 4.56 |
Implied volatility | 0.30 |
ISIN | CH1305148632 |
Symbol | LONHMZ |
Security | 130514863 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 530.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 7.32% |
Premium p.a. | 11.72% |
Leverage | 9.23 |
Implied volatility | 29.98% |
Moneyness | in-the-money |
Leverage | 4.5578 |
Delta | -0.4940 |
Gamma | 0.0000 |
Theta | -0.0009 |
Rho | -0.0193 |
Vega | 0.0161 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 474.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |