Last price paid | 0.055 | |
Change | -8.33% [ 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 | -72.37% |
Year to date (YTD) | n.a. |
1 month | -38.89% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 32.95 |
Premium | 0.61% |
Premium p.a. | 1.13% |
Leverage | 6.37 |
Implied volatility | 0.49 |
ISIN | CH1305131513 |
Symbol | LEOY8Z |
Security | 130513151 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 38.00 |
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 | 60.52% |
Premium p.a. | 112.70% |
Leverage | 45.71 |
Implied volatility | 48.79% |
Moneyness | out-of-the-money |
Leverage | 6.3743 |
Delta | 0.1394 |
Gamma | 0.0026 |
Theta | -0.0005 |
Rho | 0.0015 |
Vega | 0.0039 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 38.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.72 |
Partners Group Ho... | 1'167.00 |
GEBERIT N | 543.40 |
Nestlé SA | 94.68 |
UBS | 27.30 |
Name | Price |
---|---|
Swiss Life Hldg | 651.60 |
SONOVA HLDG N | 270.40 |
Swiss Re | 112.15 |
LOGITECH INT. | 86.66 |
Holcim | 78.88 |