Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -18.00% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 26.75 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 3.26 |
Implied volatility | 0.39 |
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 | 6.72% |
Premium p.a. | 11.00% |
Leverage | 6.18 |
Implied volatility | 38.63% |
Moneyness | in-the-money |
Leverage | 3.2645 |
Delta | -0.5282 |
Gamma | 0.0026 |
Theta | -0.0002 |
Rho | -0.0053 |
Vega | 0.0039 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 23.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |