Last price paid | 1.66 | |
Change | +0.61% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +494.64% |
Year to date (YTD) | +27.69% |
1 month | +84.44% |
3 months | +33.87% |
1 year | +232.00% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 48.14 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 2.61 |
Implied volatility | 0.73 |
ISIN | CH1237245050 |
Symbol | LOGLUZ |
Security | 123724505 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 55.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 0.20% |
Premium p.a. | 2.13% |
Leverage | 2.65 |
Implied volatility | 73.06% |
Moneyness | in-the-money |
Leverage | 2.6096 |
Delta | 0.9862 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | 0.0026 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 88.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |