Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -16.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 10'745.00 |
Premium | 0.16% |
Premium p.a. | 0.28% |
Leverage | 11.09 |
Implied volatility | 0.21 |
ISIN | CH1338502334 |
Symbol | LISHLZ |
Security | 133850233 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lindt&Spruengli PS, CH0010570767 |
Underlying ISIN | CH0010570767 |
Strike | 12'000.00 |
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 | 15.68% |
Premium p.a. | 27.64% |
Leverage | 42.36 |
Implied volatility | 21.43% |
Moneyness | out-of-the-money |
Leverage | 11.0853 |
Delta | 0.2617 |
Gamma | 0.0000 |
Theta | -0.0003 |
Rho | 0.0029 |
Vega | 0.0052 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 12'250.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |