Last price paid | 0.07 | |
Change | -17.65% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | -56.25% |
1 month | -12.50% |
3 months | -12.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 26.06 |
Premium | 0.27% |
Premium p.a. | 0.43% |
Leverage | 6.22 |
Implied volatility | 0.36 |
ISIN | CH1281051099 |
Symbol | LXS7SZ |
Security | 128105109 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 27.36% |
Premium p.a. | 42.68% |
Leverage | 19.86 |
Implied volatility | 35.98% |
Moneyness | out-of-the-money |
Leverage | 6.2188 |
Delta | 0.3132 |
Gamma | 0.0024 |
Theta | -0.0003 |
Rho | 0.0022 |
Vega | 0.0037 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 33.32 |
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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