Last price paid | 0.13 | |
Change | +136.36% [ +0.08 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 500.00 Unit | |
Date/time | 14.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -73.40% |
Year to date (YTD) | n.a. |
1 month | -59.38% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 82.23 |
Premium | 0.06% |
Premium p.a. | 0.48% |
Leverage | 20.42 |
Implied volatility | 0.22 |
ISIN | CH1305148558 |
Symbol | LOG3DZ |
Security | 130514855 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 25.03.2024 |
Premium | 5.90% |
Premium p.a. | 47.86% |
Leverage | 64.40 |
Implied volatility | 22.49% |
Moneyness | out-of-the-money |
Leverage | 20.4176 |
Delta | 0.3170 |
Gamma | 0.0056 |
Theta | -0.0026 |
Rho | 0.0030 |
Vega | 0.0101 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 85.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 79.94 |
SONOVA HLDG N | 285.80 |
LOGITECH INT. | 80.50 |
Compagnie Financi... | 136.40 |
Partners Group Ho... | 1'251.50 |
Name | Price |
---|---|
Lonza Group | 507.40 |
ROCHE GS | 224.60 |
Swiss Re | 103.40 |
Givaudan | 4'066.00 |
SWISSCOM N | 502.00 |