Last price paid | 0.56 | |
Change | -5.08% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 08.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +58.57% |
Year to date (YTD) | +107.41% |
1 month | 0.00% |
3 months | +33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 31.05 |
Premium | 0.06% |
Premium p.a. | 0.16% |
Leverage | 2.92 |
Implied volatility | 0.48 |
ISIN | CH1281046370 |
Symbol | LEOTWZ |
Security | 128104637 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Leonteq N, CH0190891181 |
Underlying ISIN | CH0190891181 |
Strike | 30.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 10 |
Value day | 01.12.2023 |
Premium | 5.96% |
Premium p.a. | 15.54% |
Leverage | 4.68 |
Implied volatility | 47.99% |
Moneyness | in-the-money |
Leverage | 2.9175 |
Delta | -0.6228 |
Gamma | 0.0049 |
Theta | -0.0010 |
Rho | -0.0083 |
Vega | 0.0061 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 24.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.90 |
Swiss Re | 106.05 |
UBS | 26.95 |
Holcim | 81.60 |
NOVARTIS N | 92.32 |
Name | Price |
---|---|
Givaudan | 4'053.00 |
Lonza Group | 526.20 |
GEBERIT N | 550.60 |
ZURICH INSURANCE | 457.40 |
LOGITECH INT. | 77.02 |