Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -94.50% |
Year to date (YTD) | n.a. |
1 month | -77.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 537.30 |
Premium | 0.16% |
Premium p.a. | 3.22% |
Leverage | 33.02 |
Implied volatility | 0.36 |
ISIN | CH1305151701 |
Symbol | LONKJZ |
Security | 130515170 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 580.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 15.04.2024 |
Premium | 15.88% |
Premium p.a. | 321.98% |
Leverage | 910.91 |
Implied volatility | 35.66% |
Moneyness | out-of-the-money |
Leverage | 33.0223 |
Delta | 0.0363 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 580.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
SONOVA HLDG N | 289.20 |
NOVARTIS N | 94.84 |
LOGITECH INT. | 91.12 |
Sika AG | 271.20 |
Name | Price |
---|---|
KUEHNE & NAGEL | 261.50 |
Lonza Group | 497.40 |
SWISSCOM N | 500.00 |
Nestlé SA | 95.26 |
Compagnie Financi... | 148.50 |