Last price paid | 0.14 | |
Change | -12.50% [ -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 | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -15.63% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 25.00 |
Premium | 0.17% |
Premium p.a. | 0.27% |
Leverage | 4.79 |
Implied volatility | 0.39 |
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 | 17.49% |
Premium p.a. | 27.29% |
Leverage | 9.56 |
Implied volatility | 39.21% |
Moneyness | out-of-the-money |
Leverage | 4.7866 |
Delta | 0.5006 |
Gamma | 0.0025 |
Theta | -0.0004 |
Rho | 0.0033 |
Vega | 0.0041 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 30.74 |
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 |