Last price paid | 1.09 | |
Change | +2.83% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | +150.00% |
Year to date (YTD) | +94.64% |
1 month | -4.39% |
3 months | +7.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 38.83 |
Premium | 0.02% |
Premium p.a. | 0.05% |
Leverage | 2.02 |
Implied volatility | 0.52 |
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 | 1.55% |
Premium p.a. | 4.89% |
Leverage | 2.42 |
Implied volatility | 51.88% |
Moneyness | in-the-money |
Leverage | 2.0242 |
Delta | -0.8372 |
Gamma | 0.0033 |
Theta | -0.0007 |
Rho | -0.0102 |
Vega | 0.0036 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 25.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |