Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -10.00% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 10'745.00 |
Premium | 0.06% |
Premium p.a. | 0.12% |
Leverage | 8.74 |
Implied volatility | 0.20 |
ISIN | CH1338502292 |
Symbol | LISINZ |
Security | 133850229 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lindt&Spruengli PS, CH0010570767 |
Underlying ISIN | CH0010570767 |
Strike | 10'800.00 |
C/P type | call |
Subscription ratio | 5'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5000 |
Value day | 15.05.2024 |
Premium | 6.45% |
Premium p.a. | 11.83% |
Leverage | 15.97 |
Implied volatility | 20.19% |
Moneyness | out-of-the-money |
Leverage | 8.7434 |
Delta | 0.5475 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0057 |
Vega | 0.0063 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 11'475.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.00 |
NOVARTIS N | 94.22 |
Swiss Life Hldg | 652.80 |
ZURICH INSURANCE | 484.00 |
Givaudan | 4'304.00 |
Name | Price |
---|---|
Holcim | 77.98 |
ABB Ltd | 49.73 |
UBS | 27.30 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.60 |