Last price paid | 0.31 | |
Change | -3.13% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +1.67% |
Year to date (YTD) | n.a. |
1 month | -20.51% |
3 months | +29.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 25.55 |
Premium | 0.12% |
Premium p.a. | 0.24% |
Leverage | 4.80 |
Implied volatility | 0.41 |
ISIN | CH1305145794 |
Symbol | LEOQMZ |
Security | 130514579 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.03.2024 |
Premium | 11.95% |
Premium p.a. | 23.70% |
Leverage | 8.51 |
Implied volatility | 40.89% |
Moneyness | out-of-the-money |
Leverage | 4.7997 |
Delta | 0.5641 |
Gamma | 0.0052 |
Theta | -0.0008 |
Rho | 0.0058 |
Vega | 0.0073 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 29.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |