Last price paid | 0.15 | |
Change | +15.38% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 13.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -27.50% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -64.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 73.94 |
Premium | 0.38% |
Premium p.a. | 0.29% |
Leverage | 5.95 |
Implied volatility | 0.30 |
ISIN | CH1338496297 |
Symbol | LOGC6Z |
Security | 133849629 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 100.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 03.05.2024 |
Premium | 37.97% |
Premium p.a. | 28.74% |
Leverage | 25.72 |
Implied volatility | 29.77% |
Moneyness | out-of-the-money |
Leverage | 5.9460 |
Delta | 0.2312 |
Gamma | 0.0006 |
Theta | -0.0004 |
Rho | 0.0085 |
Vega | 0.0127 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 102.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.75 |
SONOVA HLDG N | 302.70 |
Sika AG | 281.10 |
ROCHE GS | 272.30 |
Alcon AG | 84.18 |
Name | Price |
---|---|
Holcim | 83.22 |
ABB Ltd | 49.51 |
Lonza Group | 537.80 |
ZURICH INSURANCE | 513.00 |
Givaudan | 4'588.00 |