Last price paid | 0.22 | |
Change | +15.79% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 29.05.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | -59.43% |
Year to date (YTD) | n.a. |
1 month | -21.43% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 85.68 |
Premium | 0.29% |
Premium p.a. | 0.22% |
Leverage | 5.43 |
Implied volatility | 0.30 |
ISIN | CH1338504199 |
Symbol | LOGLWZ |
Security | 133850419 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
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 | 29.12% |
Premium p.a. | 22.22% |
Leverage | 17.34 |
Implied volatility | 29.81% |
Moneyness | out-of-the-money |
Leverage | 5.4314 |
Delta | 0.3132 |
Gamma | 0.0007 |
Theta | -0.0005 |
Rho | 0.0112 |
Vega | 0.0148 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 96.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.15 |
SONOVA HLDG N | 303.30 |
Alcon AG | 84.48 |
Sika AG | 281.60 |
ROCHE GS | 272.50 |
Name | Price |
---|---|
Holcim | 83.24 |
ABB Ltd | 49.36 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.00 |
Swiss Life Hldg | 710.80 |