Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -62.50% |
Year to date (YTD) | -77.55% |
1 month | +69.23% |
3 months | -26.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 31.05 |
Premium | 0.27% |
Premium p.a. | 0.76% |
Leverage | 6.84 |
Implied volatility | 0.46 |
ISIN | CH1281046305 |
Symbol | LEOC4Z |
Security | 128104630 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 26.63% |
Premium p.a. | 75.93% |
Leverage | 24.86 |
Implied volatility | 45.75% |
Moneyness | out-of-the-money |
Leverage | 6.8422 |
Delta | 0.2753 |
Gamma | 0.0047 |
Theta | -0.0009 |
Rho | 0.0022 |
Vega | 0.0052 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 33.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |