Fixing | n.a. |
Settlement date | 09.02.2024 |
Last trading | n.a. |
Final fixing | n.a. |
Currency redemption | CHF |
Issue price | 0.17 |
Underlying price on issue | 32.03 |
Premium | 0.03% |
Premium p.a. | n.a. |
Leverage | n.a. |
Implied volatility | n.a. |
ISIN | CH1305136082 |
Symbol | ILEYRZ |
Security | 130513608 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | n.a. |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Funding level | 37.076100 |
Stop-loss level | 36.022400 |
Distance to stop-loss level | 54.94% |
Long/Short type | Short |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | n.a. |
Minimum execution | n.a. |
Value day | 07.02.2024 |
Premium | 3.32% |
Premium p.a. | n.a. |
Leverage | 1.59 |
Moneyness | in-the-money |
Leverage | n.a. |
Delta | n.a. |
Intrinsic value | 13.828900 |
Break-even | n.a. |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Mini future (2210) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |