Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.03.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -87.04% |
Year to date (YTD) | -55.56% |
1 month | -27.27% |
3 months | -52.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 38.83 |
Premium | 0.80% |
Premium p.a. | 2.52% |
Leverage | 6.62 |
Implied volatility | 0.67 |
ISIN | CH1268390254 |
Symbol | LEOQRZ |
Security | 126839025 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 46.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 80.00% |
Premium p.a. | 251.72% |
Leverage | 73.57 |
Implied volatility | 66.77% |
Moneyness | out-of-the-money |
Leverage | 6.6242 |
Delta | 0.0900 |
Gamma | 0.0017 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0024 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 46.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |