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 | 0.75% |
Premium p.a. | 39.23% |
Leverage | 6.82 |
Implied volatility | 2.63 |
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 | 75.24% |
Premium p.a. | 3923.04% |
Leverage | 75.57 |
Implied volatility | 262.60% |
Moneyness | out-of-the-money |
Leverage | 6.8216 |
Delta | 0.0903 |
Gamma | 0.0017 |
Theta | -0.0106 |
Rho | 0.0000 |
Vega | 0.0006 |
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 |
---|---|
ABB Ltd | 49.65 |
Givaudan | 4'632.00 |
Compagnie Financi... | 120.75 |
Holcim | 84.34 |
Sika AG | 275.50 |
Name | Price |
---|---|
LOGITECH INT. | 72.42 |
UBS | 25.83 |
Swiss Life Hldg | 713.20 |
Lonza Group | 535.00 |
Partners Group Ho... | 1'236.50 |