Last price paid | 0.45 | |
Change | -2.17% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Perf. since issue | +8.33% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 85.68 |
Premium | 0.16% |
Premium p.a. | 0.16% |
Leverage | 4.65 |
Implied volatility | 0.33 |
ISIN | CH1338504215 |
Symbol | LOGXDZ |
Security | 133850421 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 92.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 22.05.2024 |
Premium | 15.73% |
Premium p.a. | 15.68% |
Leverage | 9.60 |
Implied volatility | 32.15% |
Moneyness | out-of-the-money |
Leverage | 4.7197 |
Delta | 0.4916 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0156 |
Vega | 0.0173 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 101.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.40 |
Lonza Group | 492.10 |
SONOVA HLDG N | 275.40 |
Sika AG | 260.70 |
NOVARTIS N | 96.75 |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
ZURICH INSURANCE | 483.40 |
SWISSCOM N | 504.50 |
ROCHE GS | 253.00 |
Swiss Re | 112.30 |