Last price paid | 0.21 | |
Change | -4.55% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | +19.44% |
Year to date (YTD) | n.a. |
1 month | -8.70% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 25.55 |
Premium | 0.26% |
Premium p.a. | 0.33% |
Leverage | 4.76 |
Implied volatility | 0.40 |
ISIN | CH1305145828 |
Symbol | LEO6QZ |
Security | 130514582 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 30.00 |
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 | 26.33% |
Premium p.a. | 32.57% |
Leverage | 11.84 |
Implied volatility | 39.61% |
Moneyness | out-of-the-money |
Leverage | 4.7599 |
Delta | 0.4021 |
Gamma | 0.0043 |
Theta | -0.0006 |
Rho | 0.0065 |
Vega | 0.0089 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 32.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 91.68 |
UBS | 28.35 |
Compagnie Financi... | 148.75 |
Lonza Group | 504.80 |
KUEHNE & NAGEL | 269.30 |
Name | Price |
---|---|
Partners Group Ho... | 1'196.00 |
SWISSCOM N | 504.50 |
NOVARTIS N | 94.39 |
Swiss Re | 112.75 |
Nestlé SA | 97.84 |