Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -91.03% |
Year to date (YTD) | -69.23% |
1 month | -27.27% |
3 months | -69.23% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 38.83 |
Premium | 0.61% |
Premium p.a. | 4.37% |
Leverage | 7.34 |
Implied volatility | 0.87 |
ISIN | CH1268390239 |
Symbol | LEOLMZ |
Security | 126839023 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 61.08% |
Premium p.a. | 437.13% |
Leverage | 71.57 |
Implied volatility | 87.16% |
Moneyness | out-of-the-money |
Leverage | 7.3391 |
Delta | 0.1025 |
Gamma | 0.0022 |
Theta | -0.0014 |
Rho | 0.0003 |
Vega | 0.0017 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 40.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 94.20 |
GEBERIT N | 549.60 |
ABB Ltd | 46.57 |
Lonza Group | 526.40 |
KUEHNE & NAGEL | 250.50 |
Name | Price |
---|---|
UBS | 26.33 |
Alcon AG | 72.94 |
SONOVA HLDG N | 266.80 |
Partners Group Ho... | 1'237.50 |
Swiss Life Hldg | 639.60 |