Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -53.85% |
Year to date (YTD) | -84.78% |
1 month | -65.00% |
3 months | -63.16% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 23.84 |
Premium | 0.04% |
Premium p.a. | 0.42% |
Leverage | 12.46 |
Implied volatility | 0.34 |
ISIN | CH1281031794 |
Symbol | LXSE6Z |
Security | 128103179 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 26.09.2023 |
Premium | 3.58% |
Premium p.a. | 42.17% |
Leverage | 21.70 |
Implied volatility | 33.76% |
Moneyness | in-the-money |
Leverage | 12.4557 |
Delta | 0.5741 |
Gamma | 0.0076 |
Theta | -0.0009 |
Rho | 0.0006 |
Vega | 0.0015 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 27.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.90 |
ROCHE GS | 230.70 |
Givaudan | 4'264.00 |
UBS | 28.51 |
Partners Group Ho... | 1'232.00 |
Name | Price |
---|---|
Lonza Group | 509.20 |
ZURICH INSURANCE | 469.90 |
Sika AG | 283.30 |
NOVARTIS N | 91.61 |
KUEHNE & NAGEL | 249.90 |