Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -50.00% |
Year to date (YTD) | n.a. |
1 month | -58.06% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.29 |
Underlying price on issue | 27.08 |
Premium | 0.21% |
Premium p.a. | 0.38% |
Leverage | 6.15 |
Implied volatility | 0.37 |
ISIN | CH1338502904 |
Symbol | LEO4IZ |
Security | 133850290 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.05.2024 |
Premium | 20.94% |
Premium p.a. | 38.22% |
Leverage | 16.79 |
Implied volatility | 37.01% |
Moneyness | out-of-the-money |
Leverage | 6.1528 |
Delta | 0.3664 |
Gamma | 0.0056 |
Theta | -0.0007 |
Rho | 0.0041 |
Vega | 0.0068 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 29.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'176.00 |
Sika AG | 261.30 |
Holcim | 82.50 |
GEBERIT N | 543.40 |
Givaudan | 4'319.00 |
Name | Price |
---|---|
Compagnie Financi... | 139.80 |
KUEHNE & NAGEL | 259.40 |
NOVARTIS N | 93.62 |
Nestlé SA | 94.44 |
ROCHE GS | 249.70 |