Last price paid | 1.03 | |
Change | +5.10% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +140.70% |
Year to date (YTD) | +83.93% |
1 month | -20.77% |
3 months | +3.00% |
1 year | n.a. |
3 years | n.a. |
ISIN | CH1268390288 |
Symbol | LEOH4Z |
Security | 126839028 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 36.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.09.2023 |
Premium | 1.72% |
Premium p.a. | 4.92% |
Leverage | 2.52 |
Implied volatility | 49.64% |
Moneyness | in-the-money |
Leverage | 2.0766 |
Delta | -0.8235 |
Gamma | 0.0034 |
Theta | -0.0006 |
Rho | -0.0112 |
Vega | 0.0040 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 25.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |