Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -75.00% |
Year to date (YTD) | -84.69% |
1 month | -16.67% |
3 months | -55.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 31.05 |
Premium | 0.27% |
Premium p.a. | 0.85% |
Leverage | 8.13 |
Implied volatility | 0.42 |
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 | 26.99% |
Premium p.a. | 84.93% |
Leverage | 36.79 |
Implied volatility | 42.44% |
Moneyness | out-of-the-money |
Leverage | 8.1332 |
Delta | 0.2211 |
Gamma | 0.0048 |
Theta | -0.0008 |
Rho | 0.0016 |
Vega | 0.0043 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 32.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |