Last price paid | 0.50 | |
Change | -10.71% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +41.67% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 85.68 |
Premium | 0.18% |
Premium p.a. | 0.17% |
Leverage | 3.92 |
Implied volatility | 0.38 |
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 | 17.56% |
Premium p.a. | 17.05% |
Leverage | 7.43 |
Implied volatility | 38.17% |
Moneyness | out-of-the-money |
Leverage | 3.9245 |
Delta | 0.5284 |
Gamma | 0.0006 |
Theta | -0.0009 |
Rho | 0.0166 |
Vega | 0.0176 |
Fair value | 0.60 |
Intrinsic value | n.a. |
Break-even | 103.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |