Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -88.89% |
Year to date (YTD) | -66.67% |
1 month | n.a. |
3 months | -76.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 8.43 |
Premium | 0.41% |
Premium p.a. | 3.90% |
Leverage | 8.49 |
Implied volatility | 0.81 |
ISIN | CH1268384695 |
Symbol | LHADRZ |
Security | 126838469 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 9.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 22.08.2023 |
Premium | 40.58% |
Premium p.a. | 389.78% |
Leverage | 64.02 |
Implied volatility | 81.00% |
Moneyness | out-of-the-money |
Leverage | 8.4865 |
Delta | 0.1326 |
Gamma | 0.0128 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 9.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.46 |
LOGITECH INT. | 83.96 |
UBS | 27.70 |
NOVARTIS N | 93.89 |
Alcon AG | 80.44 |
Name | Price |
---|---|
Lonza Group | 507.80 |
SONOVA HLDG N | 281.30 |
Nestlé SA | 95.30 |
KUEHNE & NAGEL | 244.80 |
ROCHE GS | 234.40 |