Last price paid | 0.25 | |
Change | -10.71% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | -55.45% |
Year to date (YTD) | n.a. |
1 month | +4.17% |
3 months | -61.54% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.55 |
Underlying price on issue | 527.20 |
Premium | 0.06% |
Premium p.a. | 0.23% |
Leverage | 9.01 |
Implied volatility | 0.27 |
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 | 6.46% |
Premium p.a. | 23.11% |
Leverage | 22.06 |
Implied volatility | 26.82% |
Moneyness | out-of-the-money |
Leverage | 9.0109 |
Delta | -0.4085 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | -0.0069 |
Vega | 0.0111 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 505.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |