Last price paid | 0.54 | |
Change | -3.57% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | +57.35% |
Year to date (YTD) | n.a. |
1 month | -28.00% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 32.95 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 2.88 |
Implied volatility | 0.40 |
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 | 6.98% |
Premium p.a. | 11.18% |
Leverage | 4.95 |
Implied volatility | 39.95% |
Moneyness | in-the-money |
Leverage | 2.8756 |
Delta | -0.5805 |
Gamma | 0.0047 |
Theta | -0.0006 |
Rho | -0.0130 |
Vega | 0.0082 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 24.65 |
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 |