Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -65.79% |
Year to date (YTD) | n.a. |
1 month | -12.50% |
3 months | -30.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 32.95 |
Premium | 0.54% |
Premium p.a. | 0.92% |
Leverage | 6.30 |
Implied volatility | 0.46 |
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 | 53.68% |
Premium p.a. | 91.98% |
Leverage | 38.69 |
Implied volatility | 45.64% |
Moneyness | out-of-the-money |
Leverage | 6.3008 |
Delta | 0.1628 |
Gamma | 0.0028 |
Theta | -0.0005 |
Rho | 0.0020 |
Vega | 0.0047 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 38.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |