Multi Reverse Convertible

Symbol: WEVLTQ
ISIN: CH1237087130
Issuer:
Leonteq Securities
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 98.93
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Multi Reverse Convertible
ISIN CH1237087130
Valor 123708713
Symbol WEVLTQ
Outperformance Level 90.3124
Quotation in percent Yes
Coupon p.a. 4.40%
Coupon Premium 2.74%
Coupon Yield 1.66%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 31/03/2023
Date of maturity 31/03/2028
Last trading day 24/03/2028
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Key data

Ask Price (basis for calculation) 99.2700
Maximum yield 18.49%
Maximum yield p.a. 5.51%
Sideways yield p.a. -

market maker quality Date: 20/11/2024

Average Spread 0.81%
Last Best Bid Price 98.13 %
Last Best Ask Price 98.93 %
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 245,911 CHF
Average Sell Value 247,911 CHF
Spreads Availability Ratio 99.98%
Quote Availability 99.98%

Underlyings

Name Nestlé S.A. UBS Group AG Zurich Insurance Group AG Roche AG Novartis Sandoz Basket
ISIN CH0038863350 CH0244767585 CH0011075394 CH0012032048 DE000A3EVDT4
Price 76.00 CHF 28.30 CHF 553.00 CHF 254.30 CHF -
Date 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30 -
Cap 71.27 CHF 11.22 CHF 273.39 CHF 167.96 CHF 49.63 CHF
Distance to Cap 4.95 17.1 278.21 86.54 54.2325
Distance to Cap in % 6.49% 60.38% 50.44% 34.00% 52.22%
Is Cap Level reached No No No No No

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