Last price paid | 0.14 | |
Change | -26.32% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +35.00% |
Year to date (YTD) | -53.33% |
1 month | -22.22% |
3 months | -6.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 21.02 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 7.19 |
Implied volatility | 0.41 |
ISIN | CH1281035928 |
Symbol | LXSQFZ |
Security | 128103592 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 24.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 19.10.2023 |
Premium | 2.20% |
Premium p.a. | 19.14% |
Leverage | 9.56 |
Implied volatility | 41.26% |
Moneyness | in-the-money |
Leverage | 7.1917 |
Delta | 0.7522 |
Gamma | 0.0043 |
Theta | -0.0007 |
Rho | 0.0009 |
Vega | 0.0014 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 26.74 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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