Last price paid | 0.39 | |
Change | -7.14% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +20.31% |
Year to date (YTD) | +77.27% |
1 month | -41.79% |
3 months | -4.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.05 |
Premium | 0.01% |
Premium p.a. | 0.13% |
Leverage | 5.47 |
Implied volatility | 0.44 |
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 | 1.32% |
Premium p.a. | 13.39% |
Leverage | 6.88 |
Implied volatility | 43.71% |
Moneyness | in-the-money |
Leverage | 5.4727 |
Delta | -0.7951 |
Gamma | 0.0078 |
Theta | -0.0013 |
Rho | -0.0025 |
Vega | 0.0024 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 26.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |