Last price paid | 0.57 | |
Change | -5.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 23.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | +26.14% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 27.08 |
Premium | 0.07% |
Premium p.a. | 0.09% |
Leverage | 2.56 |
Implied volatility | 0.39 |
ISIN | CH1338503035 |
Symbol | LEOCHZ |
Security | 133850303 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 28.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 15.05.2024 |
Premium | 7.04% |
Premium p.a. | 9.14% |
Leverage | 4.35 |
Implied volatility | 39.04% |
Moneyness | in-the-money |
Leverage | 2.5635 |
Delta | -0.5891 |
Gamma | 0.0047 |
Theta | -0.0005 |
Rho | -0.0152 |
Vega | 0.0082 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 22.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'174.50 |
SONOVA HLDG N | 274.00 |
Sika AG | 260.10 |
GEBERIT N | 543.40 |
Alcon AG | 79.44 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.60 |
Compagnie Financi... | 139.05 |
NOVARTIS N | 93.64 |
LOGITECH INT. | 87.12 |
Nestlé SA | 94.48 |