Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -86.36% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 32.95 |
Premium | 0.29% |
Premium p.a. | 1.02% |
Leverage | 9.68 |
Implied volatility | 0.41 |
ISIN | CH1305131505 |
Symbol | LEO1UZ |
Security | 130513150 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 34.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 22.01.2024 |
Premium | 28.54% |
Premium p.a. | 102.15% |
Leverage | 59.56 |
Implied volatility | 40.65% |
Moneyness | out-of-the-money |
Leverage | 9.6815 |
Delta | 0.1626 |
Gamma | 0.0043 |
Theta | -0.0007 |
Rho | 0.0011 |
Vega | 0.0035 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 34.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |