Last price paid | 0.61 | |
Change | +1.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | +77.94% |
Year to date (YTD) | n.a. |
1 month | -6.15% |
3 months | +5.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.34 |
Underlying price on issue | 32.95 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 2.62 |
Implied volatility | 0.42 |
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 | 6.08% |
Premium p.a. | 10.37% |
Leverage | 4.21 |
Implied volatility | 42.31% |
Moneyness | in-the-money |
Leverage | 2.6218 |
Delta | -0.6220 |
Gamma | 0.0046 |
Theta | -0.0006 |
Rho | -0.0128 |
Vega | 0.0074 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 23.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 90.74 |
Compagnie Financi... | 149.20 |
UBS | 28.38 |
Lonza Group | 506.40 |
Swiss Life Hldg | 640.60 |
Name | Price |
---|---|
Partners Group Ho... | 1'184.00 |
Givaudan | 4'324.00 |
SWISSCOM N | 507.50 |
SONOVA HLDG N | 289.30 |
Sika AG | 273.50 |