Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | -61.11% |
Year to date (YTD) | n.a. |
1 month | -47.06% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 527.40 |
Premium | 0.34% |
Premium p.a. | 0.55% |
Leverage | 9.60 |
Implied volatility | 0.29 |
ISIN | CH1305148590 |
Symbol | LONIPZ |
Security | 130514859 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 640.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 33.73% |
Premium p.a. | 55.46% |
Leverage | 69.11 |
Implied volatility | 28.90% |
Moneyness | out-of-the-money |
Leverage | 9.6023 |
Delta | 0.1389 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0037 |
Vega | 0.0083 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 647.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.55 |
Givaudan | 4'231.00 |
ZURICH INSURANCE | 468.50 |
ROCHE GS | 228.70 |
Nestlé SA | 91.56 |
Name | Price |
---|---|
Lonza Group | 483.50 |
UBS | 27.95 |
Compagnie Financi... | 142.15 |
Partners Group Ho... | 1'194.00 |
Alcon AG | 80.22 |