Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
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 | -41.67% |
Year to date (YTD) | -9.09% |
1 month | -16.67% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 26.06 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 3.89 |
Implied volatility | 0.41 |
ISIN | CH1281051156 |
Symbol | LXSEPZ |
Security | 128105115 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 16.39% |
Premium p.a. | 25.57% |
Leverage | 12.29 |
Implied volatility | 41.33% |
Moneyness | out-of-the-money |
Leverage | 3.8878 |
Delta | -0.3163 |
Gamma | 0.0021 |
Theta | -0.0003 |
Rho | -0.0027 |
Vega | 0.0037 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 21.87 |
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 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |