Last price paid | 0.17 | |
Change | -19.05% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -17.50% |
Year to date (YTD) | n.a. |
1 month | -51.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 27.08 |
Premium | 0.13% |
Premium p.a. | 0.30% |
Leverage | 5.21 |
Implied volatility | 0.38 |
ISIN | CH1338502987 |
Symbol | LEO73Z |
Security | 133850298 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 15.05.2024 |
Premium | 13.20% |
Premium p.a. | 29.93% |
Leverage | 15.61 |
Implied volatility | 37.88% |
Moneyness | out-of-the-money |
Leverage | 5.2124 |
Delta | -0.3340 |
Gamma | 0.0056 |
Theta | -0.0007 |
Rho | -0.0045 |
Vega | 0.0062 |
Fair value | 0.17 |
Intrinsic value | n.a. |
Break-even | 22.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 270.60 |
Sika AG | 263.70 |
NOVARTIS N | 98.07 |
Givaudan | 4'221.00 |
SWISSCOM N | 536.00 |
Name | Price |
---|---|
Holcim | 81.34 |
Compagnie Financi... | 133.40 |
Lonza Group | 575.20 |
ABB Ltd | 47.77 |
Partners Group Ho... | 1'169.00 |