Last price paid | n.a. | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -96.72% |
Year to date (YTD) | n.a. |
1 month | -93.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 85.75 |
Premium | 0.15% |
Premium p.a. | 7.91% |
Leverage | 32.08 |
Implied volatility | 0.57 |
ISIN | CH1338504116 |
Symbol | LOGV6Z |
Security | 133850411 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 90.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 22.05.2024 |
Premium | 15.16% |
Premium p.a. | 790.74% |
Leverage | 745.14 |
Implied volatility | 57.35% |
Moneyness | out-of-the-money |
Leverage | 32.0847 |
Delta | 0.0431 |
Gamma | 0.0015 |
Theta | -0.0037 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 90.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
SONOVA HLDG N | 303.60 |
Alcon AG | 84.60 |
Sika AG | 281.50 |
ROCHE GS | 272.70 |
Name | Price |
---|---|
Holcim | 83.46 |
ABB Ltd | 49.45 |
ZURICH INSURANCE | 514.00 |
Lonza Group | 539.60 |
SWISSCOM N | 553.50 |