Last price paid | 0.78 | |
Change | -3.70% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +98.72% |
Year to date (YTD) | n.a. |
1 month | +14.71% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 72.96 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 3.99 |
Implied volatility | 0.34 |
ISIN | CH1305152154 |
Symbol | LOGPEZ |
Security | 130515215 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.04.2024 |
Premium | 5.80% |
Premium p.a. | 7.57% |
Leverage | 5.58 |
Implied volatility | 33.68% |
Moneyness | in-the-money |
Leverage | 3.9866 |
Delta | 0.7145 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0158 |
Vega | 0.0126 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 91.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |