Last price paid | n.a. | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | 0.87% |
Premium p.a. | 45.23% |
Leverage | 6.23 |
Implied volatility | 2.91 |
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 | 86.74% |
Premium p.a. | 4522.71% |
Leverage | 67.86 |
Implied volatility | 290.70% |
Moneyness | out-of-the-money |
Leverage | 6.2309 |
Delta | 0.0918 |
Gamma | 0.0017 |
Theta | -0.0107 |
Rho | 0.0000 |
Vega | 0.0005 |
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 |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |