Fixing | 20.06.2025 |
Settlement date | 29.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -7.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 85.68 |
Premium | 0.15% |
Premium p.a. | 0.15% |
Leverage | 3.58 |
Implied volatility | 0.33 |
ISIN | CH1338504306 |
Symbol | LOGZ8Z |
Security | 133850430 |
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 | 22.05.2024 |
Premium | 15.25% |
Premium p.a. | 15.20% |
Leverage | 9.48 |
Implied volatility | 32.76% |
Moneyness | out-of-the-money |
Leverage | 3.5794 |
Delta | -0.3777 |
Gamma | 0.0007 |
Theta | -0.0008 |
Rho | -0.0197 |
Vega | 0.0167 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 74.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.50 |
SONOVA HLDG N | 276.70 |
Lonza Group | 490.50 |
Sika AG | 260.70 |
LOGITECH INT. | 87.96 |
Name | Price |
---|---|
Compagnie Financi... | 143.30 |
ZURICH INSURANCE | 482.40 |
Swiss Re | 112.25 |
SWISSCOM N | 505.00 |
ROCHE GS | 253.80 |