Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -80.30% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -36.36% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 32.95 |
Premium | 0.46% |
Premium p.a. | 0.86% |
Leverage | 6.53 |
Implied volatility | 0.44 |
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 | 46.20% |
Premium p.a. | 86.04% |
Leverage | 36.46 |
Implied volatility | 44.48% |
Moneyness | out-of-the-money |
Leverage | 6.5334 |
Delta | 0.1792 |
Gamma | 0.0034 |
Theta | -0.0005 |
Rho | 0.0019 |
Vega | 0.0045 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 34.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 509.00 |
Swiss Re | 113.55 |
ZURICH INSURANCE | 487.40 |
Nestlé SA | 94.64 |
Swiss Life Hldg | 654.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'149.00 |
Compagnie Financi... | 138.55 |
ABB Ltd | 49.51 |
SONOVA HLDG N | 269.90 |
Alcon AG | 79.96 |