Last price paid | 0.20 | |
Change | +5.26% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -2.38% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -51.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 32.95 |
Premium | 0.08% |
Premium p.a. | 0.27% |
Leverage | 5.79 |
Implied volatility | 0.38 |
ISIN | CH1305131547 |
Symbol | LEOD0Z |
Security | 130513154 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 26.00 |
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 | 7.71% |
Premium p.a. | 27.31% |
Leverage | 12.66 |
Implied volatility | 37.71% |
Moneyness | in-the-money |
Leverage | 5.7880 |
Delta | -0.4572 |
Gamma | 0.0076 |
Theta | -0.0010 |
Rho | -0.0039 |
Vega | 0.0055 |
Fair value | 0.20 |
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 |
---|---|
Givaudan | 4'670.00 |
ABB Ltd | 49.73 |
Compagnie Financi... | 121.40 |
GEBERIT N | 563.00 |
Sika AG | 276.90 |
Name | Price |
---|---|
UBS | 25.60 |
KUEHNE & NAGEL | 233.60 |
Lonza Group | 533.40 |
LOGITECH INT. | 72.64 |
Swiss Life Hldg | 714.60 |