Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -51.52% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 25.55 |
Premium | 0.31% |
Premium p.a. | 0.40% |
Leverage | 5.05 |
Implied volatility | 0.41 |
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 | 31.06% |
Premium p.a. | 40.48% |
Leverage | 14.64 |
Implied volatility | 40.55% |
Moneyness | out-of-the-money |
Leverage | 5.0472 |
Delta | 0.3448 |
Gamma | 0.0043 |
Theta | -0.0006 |
Rho | 0.0051 |
Vega | 0.0078 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 31.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |