Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 28.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -79.00% |
Year to date (YTD) | n.a. |
1 month | -90.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.05 |
Underlying price on issue | 76.60 |
Premium | 0.19% |
Premium p.a. | 9.75% |
Leverage | 22.19 |
Implied volatility | 0.78 |
ISIN | CH1305138880 |
Symbol | LOGYZZ |
Security | 130513888 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.02.2024 |
Premium | 18.71% |
Premium p.a. | 975.38% |
Leverage | 337.81 |
Implied volatility | 77.87% |
Moneyness | out-of-the-money |
Leverage | 22.1940 |
Delta | 0.0657 |
Gamma | 0.0008 |
Theta | -0.0033 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 84.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |