Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 02.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.83% |
Year to date (YTD) | -83.33% |
1 month | -27.27% |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 31.05 |
Premium | 0.39% |
Premium p.a. | 5.69% |
Leverage | 9.09 |
Implied volatility | 0.94 |
ISIN | CH1281046289 |
Symbol | LEO6AZ |
Security | 128104628 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 36.00 |
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 | 39.01% |
Premium p.a. | 569.48% |
Leverage | 74.71 |
Implied volatility | 94.36% |
Moneyness | out-of-the-money |
Leverage | 9.0896 |
Delta | 0.1217 |
Gamma | 0.0031 |
Theta | -0.0026 |
Rho | 0.0002 |
Vega | 0.0014 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 36.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.74 |
GEBERIT N | 555.60 |
ABB Ltd | 49.84 |
Nestlé SA | 96.36 |
SWISSCOM N | 502.00 |
Name | Price |
---|---|
Givaudan | 4'195.00 |
Swiss Re | 113.85 |
SONOVA HLDG N | 283.80 |
Alcon AG | 80.12 |
Partners Group Ho... | 1'203.00 |