Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.75% |
Year to date (YTD) | -91.67% |
1 month | -71.43% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 26.28 |
Premium | 0.21% |
Premium p.a. | 2.59% |
Leverage | 14.78 |
Implied volatility | 0.51 |
ISIN | CH1268374084 |
Symbol | LXS50Z |
Security | 126837408 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | LANXESS I, DE0005470405 |
Underlying ISIN | DE0005470405 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.06.2023 |
Premium | 21.25% |
Premium p.a. | 258.50% |
Leverage | 122.96 |
Implied volatility | 51.08% |
Moneyness | out-of-the-money |
Leverage | 14.7759 |
Delta | 0.1202 |
Gamma | 0.0028 |
Theta | -0.0006 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 30.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |