Last price paid | 0.12 | |
Change | -20.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | n.a. |
1 month | -40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 527.40 |
Premium | 0.26% |
Premium p.a. | 0.40% |
Leverage | 8.58 |
Implied volatility | 0.28 |
ISIN | CH1305148590 |
Symbol | LONIPZ |
Security | 130514859 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Lonza Grp N, CH0013841017 |
Underlying ISIN | CH0013841017 |
Strike | 640.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 25.03.2024 |
Premium | 25.62% |
Premium p.a. | 39.63% |
Leverage | 38.53 |
Implied volatility | 27.96% |
Moneyness | out-of-the-money |
Leverage | 8.5840 |
Delta | 0.2228 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | 0.0066 |
Vega | 0.0125 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 653.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 523.00 |
SONOVA HLDG N | 291.60 |
Sika AG | 281.70 |
ROCHE GS | 227.10 |
KUEHNE & NAGEL | 249.50 |
Name | Price |
---|---|
Compagnie Financi... | 135.10 |
Nestlé SA | 94.40 |
NOVARTIS N | 93.44 |
Alcon AG | 79.92 |
Givaudan | 4'065.00 |