Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
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 | -91.11% |
Year to date (YTD) | -75.00% |
1 month | -35.71% |
3 months | -77.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 38.83 |
Premium | 0.61% |
Premium p.a. | 1.94% |
Leverage | 7.08 |
Implied volatility | 0.60 |
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 | 60.64% |
Premium p.a. | 194.14% |
Leverage | 62.88 |
Implied volatility | 59.58% |
Moneyness | out-of-the-money |
Leverage | 7.0764 |
Delta | 0.1125 |
Gamma | 0.0023 |
Theta | -0.0007 |
Rho | 0.0008 |
Vega | 0.0027 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 40.40 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |