Last price paid | 0.42 | |
Change | +10.53% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | +26.56% |
Year to date (YTD) | +90.91% |
1 month | -40.85% |
3 months | -6.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.05 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 5.28 |
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 | 1.14% |
Premium p.a. | 11.59% |
Leverage | 6.48 |
Implied volatility | 43.65% |
Moneyness | in-the-money |
Leverage | 5.2790 |
Delta | -0.8145 |
Gamma | 0.0074 |
Theta | -0.0012 |
Rho | -0.0025 |
Vega | 0.0022 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 25.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.90 |
LOGITECH INT. | 87.70 |
SONOVA HLDG N | 295.70 |
Swiss Life Hldg | 622.80 |
Givaudan | 4'216.00 |
Name | Price |
---|---|
Nestlé SA | 93.44 |
SWISSCOM N | 494.00 |
KUEHNE & NAGEL | 244.20 |
Partners Group Ho... | 1'258.00 |
NOVARTIS N | 92.95 |