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 | 0.78% |
Premium p.a. | 40.84% |
Leverage | 6.49 |
Implied volatility | 2.75 |
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 | 78.32% |
Premium p.a. | 4083.61% |
Leverage | 67.86 |
Implied volatility | 274.84% |
Moneyness | out-of-the-money |
Leverage | 6.4915 |
Delta | 0.0957 |
Gamma | 0.0019 |
Theta | -0.0104 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 42.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |