Last price paid | 0.05 | |
Change | -9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -59.09% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -28.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 32.95 |
Premium | 0.75% |
Premium p.a. | 1.38% |
Leverage | 6.17 |
Implied volatility | 0.53 |
ISIN | CH1305131521 |
Symbol | LEOXRZ |
Security | 130513152 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 42.00 |
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 | 75.41% |
Premium p.a. | 137.63% |
Leverage | 53.78 |
Implied volatility | 52.51% |
Moneyness | out-of-the-money |
Leverage | 6.1680 |
Delta | 0.1147 |
Gamma | 0.0021 |
Theta | -0.0005 |
Rho | 0.0013 |
Vega | 0.0035 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 42.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |