Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -28.13% |
Year to date (YTD) | n.a. |
1 month | -26.67% |
3 months | -15.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.00 |
Premium | 0.18% |
Premium p.a. | 0.30% |
Leverage | 5.19 |
Implied volatility | 0.38 |
ISIN | CH1305135233 |
Symbol | LXSNBZ |
Security | 130513523 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 18.35% |
Premium p.a. | 30.04% |
Leverage | 11.04 |
Implied volatility | 37.82% |
Moneyness | out-of-the-money |
Leverage | 5.1945 |
Delta | 0.4707 |
Gamma | 0.0027 |
Theta | -0.0004 |
Rho | 0.0029 |
Vega | 0.0039 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 30.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.95 |
ROCHE GS | 228.50 |
Givaudan | 4'211.00 |
SONOVA HLDG N | 287.70 |
LOGITECH INT. | 86.72 |
Name | Price |
---|---|
Lonza Group | 487.80 |
UBS | 27.97 |
KUEHNE & NAGEL | 248.90 |
Swiss Life Hldg | 625.80 |
Alcon AG | 80.24 |