Last price paid | 0.51 | |
Change | +6.25% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +47.14% |
Year to date (YTD) | +88.89% |
1 month | -28.17% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 31.05 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 3.27 |
Implied volatility | 0.45 |
ISIN | CH1281046370 |
Symbol | LEOTWZ |
Security | 128104637 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 4.97% |
Premium p.a. | 14.29% |
Leverage | 5.08 |
Implied volatility | 44.87% |
Moneyness | in-the-money |
Leverage | 3.2651 |
Delta | -0.6430 |
Gamma | 0.0054 |
Theta | -0.0009 |
Rho | -0.0076 |
Vega | 0.0058 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 24.85 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.76 |
LOGITECH INT. | 87.38 |
Swiss Re | 112.05 |
Compagnie Financi... | 142.30 |
UBS | 27.83 |
Name | Price |
---|---|
Nestlé SA | 93.78 |
Partners Group Ho... | 1'250.00 |
SWISSCOM N | 495.40 |
KUEHNE & NAGEL | 245.00 |
SONOVA HLDG N | 291.40 |