Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.28% |
Year to date (YTD) | -46.67% |
1 month | -27.27% |
3 months | -80.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 40.45 |
Premium | 0.76% |
Premium p.a. | 12.12% |
Leverage | 6.68 |
Implied volatility | 1.48 |
ISIN | CH1268385023 |
Symbol | LEO0HZ |
Security | 126838502 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.08.2023 |
Premium | 76.34% |
Premium p.a. | 1211.51% |
Leverage | 71.86 |
Implied volatility | 147.52% |
Moneyness | out-of-the-money |
Leverage | 6.6806 |
Delta | 0.0930 |
Gamma | 0.0018 |
Theta | -0.0033 |
Rho | 0.0001 |
Vega | 0.0011 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 44.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |