Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +16.67% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 7.61 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 3.42 |
Implied volatility | 0.35 |
ISIN | CH1305129434 |
Symbol | LHARJZ |
Security | 130512943 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 7.20 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 5.19% |
Premium p.a. | 8.23% |
Leverage | 6.10 |
Implied volatility | 35.32% |
Moneyness | in-the-money |
Leverage | 3.4191 |
Delta | -0.5607 |
Gamma | 0.0220 |
Theta | -0.0001 |
Rho | -0.0029 |
Vega | 0.0020 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 6.14 |
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 |