Last price paid | 0.50 | |
Change | +2.04% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | +51.56% |
Year to date (YTD) | +127.27% |
1 month | -7.41% |
3 months | +6.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.05 |
Premium | 0.01% |
Premium p.a. | 0.20% |
Leverage | 4.38 |
Implied volatility | 0.64 |
ISIN | CH1281046362 |
Symbol | LEOGJZ |
Security | 128104636 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 1.18% |
Premium p.a. | 19.56% |
Leverage | 5.25 |
Implied volatility | 63.53% |
Moneyness | in-the-money |
Leverage | 4.3768 |
Delta | -0.8341 |
Gamma | 0.0063 |
Theta | -0.0021 |
Rho | -0.0016 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 25.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 92.32 |
UBS | 28.42 |
Compagnie Financi... | 148.65 |
GEBERIT N | 559.60 |
Lonza Group | 504.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'185.50 |
Swiss Re | 112.30 |
NOVARTIS N | 94.36 |
SWISSCOM N | 506.50 |
Nestlé SA | 97.84 |