Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.28% |
Year to date (YTD) | -46.67% |
1 month | -27.27% |
3 months | -80.95% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 40.45 |
Premium | 0.71% |
Premium p.a. | 5.26% |
Leverage | 6.98 |
Implied volatility | 0.96 |
ISIN | CH1268385023 |
Symbol | LEO0HZ |
Security | 126838502 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 44.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 23.08.2023 |
Premium | 70.58% |
Premium p.a. | 525.73% |
Leverage | 74.29 |
Implied volatility | 95.86% |
Moneyness | out-of-the-money |
Leverage | 6.9816 |
Delta | 0.0940 |
Gamma | 0.0018 |
Theta | -0.0016 |
Rho | 0.0003 |
Vega | 0.0016 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 44.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |