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 | 0.43% |
Premium p.a. | 3.17% |
Leverage | 8.67 |
Implied volatility | 0.71 |
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 | 42.55% |
Premium p.a. | 316.95% |
Leverage | 72.86 |
Implied volatility | 71.39% |
Moneyness | out-of-the-money |
Leverage | 8.6696 |
Delta | 0.1190 |
Gamma | 0.0030 |
Theta | -0.0014 |
Rho | 0.0004 |
Vega | 0.0019 |
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 |
---|---|
Compagnie Financi... | 136.40 |
KUEHNE & NAGEL | 246.60 |
Holcim | 81.32 |
Swiss Re | 105.45 |
UBS | 26.77 |
Name | Price |
---|---|
Givaudan | 4'064.00 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.30 |
Nestlé SA | 94.64 |
Alcon AG | 73.36 |