Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.00% |
Year to date (YTD) | -60.00% |
1 month | -38.46% |
3 months | -85.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 38.65 |
Premium | 0.60% |
Premium p.a. | 6.06% |
Leverage | 7.54 |
Implied volatility | 1.01 |
ISIN | CH1281035191 |
Symbol | LEORRZ |
Security | 128103519 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 42.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.10.2023 |
Premium | 59.81% |
Premium p.a. | 606.42% |
Leverage | 75.71 |
Implied volatility | 101.28% |
Moneyness | out-of-the-money |
Leverage | 7.5369 |
Delta | 0.0995 |
Gamma | 0.0021 |
Theta | -0.0020 |
Rho | 0.0002 |
Vega | 0.0015 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 42.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |