Last price paid | n.a. | |
Change | -40.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -94.44% |
Year to date (YTD) | n.a. |
1 month | -92.86% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 85.75 |
Premium | 0.09% |
Premium p.a. | 4.59% |
Leverage | 36.87 |
Implied volatility | 0.44 |
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 | 8.81% |
Premium p.a. | 459.43% |
Leverage | 396.10 |
Implied volatility | 43.54% |
Moneyness | out-of-the-money |
Leverage | 36.8690 |
Delta | 0.0931 |
Gamma | 0.0017 |
Theta | -0.0027 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 86.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.90 |
SONOVA HLDG N | 303.10 |
Alcon AG | 84.60 |
ROCHE GS | 272.60 |
Sika AG | 281.30 |
Name | Price |
---|---|
Holcim | 83.34 |
ABB Ltd | 49.44 |
ZURICH INSURANCE | 513.80 |
Lonza Group | 539.00 |
SWISSCOM N | 553.50 |