Last price paid | 0.74 | |
Change | +2.78% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +119.12% |
Year to date (YTD) | n.a. |
1 month | +42.31% |
3 months | +1.37% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 32.95 |
Premium | 0.04% |
Premium p.a. | 0.08% |
Leverage | 2.22 |
Implied volatility | 0.45 |
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 | 4.25% |
Premium p.a. | 7.52% |
Leverage | 3.16 |
Implied volatility | 44.61% |
Moneyness | in-the-money |
Leverage | 2.2169 |
Delta | -0.7013 |
Gamma | 0.0044 |
Theta | -0.0006 |
Rho | -0.0135 |
Vega | 0.0061 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 22.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |