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 | 0.71% |
Premium p.a. | 2.47% |
Leverage | 6.77 |
Implied volatility | 0.67 |
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 | 70.97% |
Premium p.a. | 246.72% |
Leverage | 67.43 |
Implied volatility | 66.90% |
Moneyness | out-of-the-money |
Leverage | 6.7717 |
Delta | 0.1004 |
Gamma | 0.0021 |
Theta | -0.0007 |
Rho | 0.0006 |
Vega | 0.0022 |
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 |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |