Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -14.29% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.07 |
Underlying price on issue | 6.96 |
Premium | 0.12% |
Premium p.a. | 0.19% |
Leverage | 4.07 |
Implied volatility | 0.37 |
ISIN | CH1305143146 |
Symbol | LHAD6Z |
Security | 130514314 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 6.40 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.03.2024 |
Premium | 11.77% |
Premium p.a. | 18.68% |
Leverage | 10.82 |
Implied volatility | 37.37% |
Moneyness | out-of-the-money |
Leverage | 4.0695 |
Delta | -0.3760 |
Gamma | 0.0197 |
Theta | -0.0001 |
Rho | -0.0019 |
Vega | 0.0020 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 5.79 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 83.42 |
ABB Ltd | 47.97 |
Partners Group Ho... | 1'269.50 |
Alcon AG | 80.70 |
Holcim | 78.88 |
Name | Price |
---|---|
SONOVA HLDG N | 280.80 |
Nestlé SA | 95.70 |
SWISSCOM N | 500.50 |
Swiss Re | 109.65 |
UBS | 27.43 |