Last price paid | 0.29 | |
Change | +3.57% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -8.33% |
Year to date (YTD) | n.a. |
1 month | -45.28% |
3 months | -17.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 25.55 |
Premium | 0.20% |
Premium p.a. | 0.26% |
Leverage | 4.32 |
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 | 19.79% |
Premium p.a. | 26.08% |
Leverage | 8.73 |
Implied volatility | 41.14% |
Moneyness | out-of-the-money |
Leverage | 4.3250 |
Delta | 0.4956 |
Gamma | 0.0046 |
Theta | -0.0007 |
Rho | 0.0069 |
Vega | 0.0083 |
Fair value | 0.28 |
Intrinsic value | n.a. |
Break-even | 28.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.86 |
Nestlé SA | 94.86 |
GEBERIT N | 544.20 |
Partners Group Ho... | 1'168.00 |
Compagnie Financi... | 140.45 |
Name | Price |
---|---|
Swiss Life Hldg | 652.00 |
Swiss Re | 112.35 |
SONOVA HLDG N | 271.10 |
Holcim | 79.00 |
ROCHE GS | 253.90 |