Last price paid | 0.13 | |
Change | +8.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -51.79% |
Year to date (YTD) | -73.47% |
1 month | +36.84% |
3 months | -31.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 31.05 |
Premium | 0.23% |
Premium p.a. | 0.63% |
Leverage | 6.53 |
Implied volatility | 0.45 |
ISIN | CH1281046305 |
Symbol | LEOC4Z |
Security | 128104630 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 22.84% |
Premium p.a. | 62.67% |
Leverage | 20.11 |
Implied volatility | 44.59% |
Moneyness | out-of-the-money |
Leverage | 6.5255 |
Delta | 0.3245 |
Gamma | 0.0049 |
Theta | -0.0010 |
Rho | 0.0027 |
Vega | 0.0059 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 33.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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LOGITECH INT. | 82.40 |
Name | Price |
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Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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