Last price paid | 0.35 | |
Change | -2.78% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +4.29% |
Year to date (YTD) | n.a. |
1 month | +16.67% |
3 months | -2.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 25.55 |
Premium | 0.15% |
Premium p.a. | 0.20% |
Leverage | 2.69 |
Implied volatility | 0.46 |
ISIN | CH1305145844 |
Symbol | LEO7IZ |
Security | 130514584 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 19.03.2024 |
Premium | 15.21% |
Premium p.a. | 20.04% |
Leverage | 6.58 |
Implied volatility | 46.01% |
Moneyness | at-the-money |
Leverage | 2.6900 |
Delta | -0.4091 |
Gamma | 0.0040 |
Theta | -0.0006 |
Rho | -0.0102 |
Vega | 0.0081 |
Fair value | 0.37 |
Intrinsic value | n.a. |
Break-even | 20.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.92 |
GEBERIT N | 544.40 |
Nestlé SA | 94.84 |
Partners Group Ho... | 1'167.50 |
Alcon AG | 80.30 |
Name | Price |
---|---|
Swiss Life Hldg | 652.20 |
Swiss Re | 112.30 |
SONOVA HLDG N | 270.90 |
Holcim | 78.98 |
ZURICH INSURANCE | 484.80 |