Last price paid | 0.18 | |
Change | -10.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 12:05 |
Fixing | 19.07.2024 |
Settlement date | 14.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -7.89% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 75.81 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 20.00 |
Implied volatility | 0.26 |
ISIN | CH1338499572 |
Symbol | LOG6PZ |
Security | 133849957 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
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 | 06.05.2024 |
Premium | 0.23% |
Premium p.a. | 11.83% |
Leverage | 22.66 |
Implied volatility | 26.18% |
Moneyness | in-the-money |
Leverage | 20.0040 |
Delta | 0.8827 |
Gamma | 0.0034 |
Theta | -0.0021 |
Rho | 0.0006 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 79.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.60 |
NOVARTIS N | 96.05 |
Givaudan | 4'314.00 |
Swiss Life Hldg | 679.00 |
GEBERIT N | 565.60 |
Name | Price |
---|---|
Swiss Re | 106.15 |
ZURICH INSURANCE | 474.00 |
ROCHE GS | 279.80 |
Holcim | 83.70 |
Partners Group Ho... | 1'205.00 |