Last price paid | 0.63 | |
Change | +1.61% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 24.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +62.82% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 72.96 |
Premium | 0.08% |
Premium p.a. | 0.09% |
Leverage | 4.27 |
Implied volatility | 0.32 |
ISIN | CH1305152154 |
Symbol | LOGPEZ |
Security | 130515215 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 17.04.2024 |
Premium | 7.65% |
Premium p.a. | 8.86% |
Leverage | 6.49 |
Implied volatility | 31.60% |
Moneyness | in-the-money |
Leverage | 4.2719 |
Delta | 0.6584 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0163 |
Vega | 0.0138 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 88.70 |
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 |
Swiss Re | 110.10 |
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 |