Last price paid | 0.66 | |
Change | -9.59% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 30.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +41.49% |
Year to date (YTD) | n.a. |
1 month | +3.13% |
3 months | +34.69% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 87.34 |
Premium | 0.06% |
Premium p.a. | 0.08% |
Leverage | 3.35 |
Implied volatility | 0.32 |
ISIN | CH1338505741 |
Symbol | LOGLEZ |
Security | 133850574 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.05.2024 |
Premium | 5.83% |
Premium p.a. | 7.80% |
Leverage | 5.65 |
Implied volatility | 31.84% |
Moneyness | in-the-money |
Leverage | 3.3452 |
Delta | -0.5926 |
Gamma | 0.0009 |
Theta | -0.0006 |
Rho | -0.0216 |
Vega | 0.0126 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 70.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |