Last price paid | 0.30 | |
Change | +3.45% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -18.57% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 25.55 |
Premium | 0.16% |
Premium p.a. | 0.20% |
Leverage | 3.20 |
Implied volatility | 0.41 |
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 | 16.24% |
Premium p.a. | 20.16% |
Leverage | 8.86 |
Implied volatility | 41.03% |
Moneyness | out-of-the-money |
Leverage | 3.1955 |
Delta | -0.3607 |
Gamma | 0.0040 |
Theta | -0.0005 |
Rho | -0.0096 |
Vega | 0.0085 |
Fair value | 0.29 |
Intrinsic value | n.a. |
Break-even | 21.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 150.45 |
ROCHE GS | 239.90 |
LOGITECH INT. | 90.92 |
Swiss Re | 113.25 |
UBS | 28.39 |
Name | Price |
---|---|
Givaudan | 4'281.00 |
ABB Ltd | 50.20 |
GEBERIT N | 552.20 |
Partners Group Ho... | 1'178.00 |
Lonza Group | 504.20 |