Last price paid | 0.14 | |
Change | -12.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'000.00 Unit | |
Date/time | 26.06.2024 17:15 |
Fixing | 19.07.2024 |
Settlement date | 29.05.2024 |
Last trading | 19.07.2024 |
Final fixing | 19.07.2024 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | n.a. |
1 month | -41.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 85.75 |
Premium | 0.02% |
Premium p.a. | 0.27% |
Leverage | 18.83 |
Implied volatility | 0.23 |
ISIN | CH1338504066 |
Symbol | LOGPRZ |
Security | 133850406 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.07.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 86.00 |
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 | 2.05% |
Premium p.a. | 26.70% |
Leverage | 32.19 |
Implied volatility | 22.65% |
Moneyness | in-the-money |
Leverage | 18.8349 |
Delta | 0.5851 |
Gamma | 0.0036 |
Theta | -0.0020 |
Rho | 0.0018 |
Vega | 0.0047 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 88.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |