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Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.37
Change +15.63% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +70.45%
Year to date (YTD) n.a.
1 month +42.31%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue27.08
Premium0.04%
Premium p.a.0.15%
Leverage4.09
Implied volatility0.42

Reference data

ISIN CH1338502979
Symbol LEOPIZ
Security 133850297
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 15.05.2024

Key figures

Premium 4.30%
Premium p.a. 16.70%
Leverage 6.20
Implied volatility 43.74%
Moneyness in-the-money
Leverage 4.0085
Delta -0.6465
Gamma 0.0072
Theta -0.0009
Rho -0.0048
Vega 0.0044
Fair value 0.10
Intrinsic value n.a.
Break-even 22.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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