Last price paid | 0.19 | |
Change | +11.76% [ +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 | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -22.00% |
Year to date (YTD) | n.a. |
1 month | -5.00% |
3 months | -26.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 26.75 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 3.39 |
Implied volatility | 0.38 |
ISIN | CH1305129491 |
Symbol | LXS2LZ |
Security | 130512949 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.01.2024 |
Premium | 8.07% |
Premium p.a. | 12.59% |
Leverage | 6.62 |
Implied volatility | 37.84% |
Moneyness | in-the-money |
Leverage | 3.3870 |
Delta | -0.5117 |
Gamma | 0.0027 |
Theta | -0.0003 |
Rho | -0.0040 |
Vega | 0.0041 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 24.05 |
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 |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |