Last price paid | 0.41 | |
Change | -12.77% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +19.12% |
Year to date (YTD) | n.a. |
1 month | +5.13% |
3 months | -48.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 32.95 |
Premium | 0.03% |
Premium p.a. | 0.11% |
Leverage | 4.52 |
Implied volatility | 0.36 |
ISIN | CH1305131562 |
Symbol | LEO6LZ |
Security | 130513156 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 22.01.2024 |
Premium | 3.17% |
Premium p.a. | 11.46% |
Leverage | 6.62 |
Implied volatility | 36.30% |
Moneyness | in-the-money |
Leverage | 4.5233 |
Delta | -0.6836 |
Gamma | 0.0070 |
Theta | -0.0008 |
Rho | -0.0062 |
Vega | 0.0050 |
Fair value | 0.09 |
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 |
---|---|
SONOVA HLDG N | 303.70 |
Compagnie Financi... | 132.70 |
Sika AG | 281.70 |
ROCHE GS | 272.90 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.08 |
Lonza Group | 536.20 |
LOGITECH INT. | 74.44 |
Givaudan | 4'607.00 |