Last price paid | 1.13 | |
Change | -2.59% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +287.93% |
Year to date (YTD) | +31.40% |
1 month | +130.61% |
3 months | +39.51% |
1 year | +242.42% |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 58.89 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 3.75 |
Implied volatility | 0.57 |
ISIN | CH1250735730 |
Symbol | LOG6BZ |
Security | 125073573 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 65.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.05.2023 |
Premium | 0.32% |
Premium p.a. | 3.66% |
Leverage | 3.88 |
Implied volatility | 56.63% |
Moneyness | in-the-money |
Leverage | 3.7500 |
Delta | 0.9674 |
Gamma | 0.0002 |
Theta | -0.0009 |
Rho | 0.0027 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 87.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |