Last price paid | 0.04 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -78.13% |
Year to date (YTD) | -87.10% |
1 month | n.a. |
3 months | -27.27% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 31.05 |
Premium | 0.37% |
Premium p.a. | 19.52% |
Leverage | 9.29 |
Implied volatility | 1.74 |
ISIN | CH1281046339 |
Symbol | LEOP8Z |
Security | 128104633 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 36.00 |
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 | 37.43% |
Premium p.a. | 1951.66% |
Leverage | 75.57 |
Implied volatility | 173.65% |
Moneyness | out-of-the-money |
Leverage | 9.2908 |
Delta | 0.1229 |
Gamma | 0.0032 |
Theta | -0.0090 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 36.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.61 |
Compagnie Financi... | 121.00 |
Givaudan | 4'633.00 |
Sika AG | 275.50 |
GEBERIT N | 559.40 |
Name | Price |
---|---|
LOGITECH INT. | 72.50 |
UBS | 25.76 |
Partners Group Ho... | 1'234.00 |
Lonza Group | 534.80 |
Swiss Life Hldg | 713.60 |