Last price paid | 0.34 | |
Change | +3.03% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 30.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +4.55% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 87.34 |
Premium | 0.11% |
Premium p.a. | 0.20% |
Leverage | 5.15 |
Implied volatility | 0.32 |
ISIN | CH1338505725 |
Symbol | LOGW4Z |
Security | 133850572 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 10.51% |
Premium p.a. | 19.78% |
Leverage | 12.49 |
Implied volatility | 31.76% |
Moneyness | out-of-the-money |
Leverage | 5.1547 |
Delta | -0.4128 |
Gamma | 0.0010 |
Theta | -0.0010 |
Rho | -0.0107 |
Vega | 0.0121 |
Fair value | 0.35 |
Intrinsic value | n.a. |
Break-even | 77.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.10 |
KUEHNE & NAGEL | 259.20 |
SONOVA HLDG N | 272.80 |
Lonza Group | 485.10 |
Givaudan | 4'351.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.90 |
ROCHE GS | 249.60 |
SWISSCOM N | 499.60 |
Swiss Re | 111.15 |
UBS | 26.24 |