Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -92.22% |
Year to date (YTD) | -77.78% |
1 month | n.a. |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 38.83 |
Premium | 0.53% |
Premium p.a. | 27.40% |
Leverage | 7.96 |
Implied volatility | 2.13 |
ISIN | CH1268390247 |
Symbol | LEO5OZ |
Security | 126839024 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 40.00 |
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 | 52.55% |
Premium p.a. | 2740.21% |
Leverage | 75.57 |
Implied volatility | 213.31% |
Moneyness | out-of-the-money |
Leverage | 7.9625 |
Delta | 0.1054 |
Gamma | 0.0023 |
Theta | -0.0098 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 40.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |