Last price paid | 0.37 | |
Change | +2.78% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | -14.77% |
Year to date (YTD) | n.a. |
1 month | +12.12% |
3 months | -33.93% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 27.08 |
Premium | 0.08% |
Premium p.a. | 0.16% |
Leverage | 3.66 |
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 | 8.14% |
Premium p.a. | 15.73% |
Leverage | 7.04 |
Implied volatility | 38.61% |
Moneyness | in-the-money |
Leverage | 3.6550 |
Delta | -0.5192 |
Gamma | 0.0054 |
Theta | -0.0007 |
Rho | -0.0090 |
Vega | 0.0076 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 24.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |