Last price paid | 0.48 | |
Change | -7.69% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 08.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +48.44% |
Year to date (YTD) | +118.18% |
1 month | -4.00% |
3 months | +41.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 31.05 |
Premium | 0.03% |
Premium p.a. | 0.21% |
Leverage | 3.97 |
Implied volatility | 0.55 |
ISIN | CH1281046362 |
Symbol | LEOGJZ |
Security | 128104636 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 2.88% |
Premium p.a. | 21.49% |
Leverage | 5.47 |
Implied volatility | 55.23% |
Moneyness | in-the-money |
Leverage | 3.9656 |
Delta | -0.7245 |
Gamma | 0.0063 |
Theta | -0.0017 |
Rho | -0.0032 |
Vega | 0.0032 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 25.25 |
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 |