Last price paid | 0.02 | |
Change | -20.00% [ -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 | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.04 |
Underlying price on issue | 6.83 |
Premium | 0.10% |
Premium p.a. | 1.01% |
Leverage | 13.01 |
Implied volatility | 0.40 |
ISIN | CH1305147451 |
Symbol | LHAOSZ |
Security | 130514745 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Dt Lufthansa N, DE0008232125 |
Underlying ISIN | DE0008232125 |
Strike | 7.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 10.47% |
Premium p.a. | 100.55% |
Leverage | 42.68 |
Implied volatility | 39.92% |
Moneyness | out-of-the-money |
Leverage | 13.0073 |
Delta | 0.3048 |
Gamma | 0.0424 |
Theta | -0.0004 |
Rho | 0.0002 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 7.15 |
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 |