Worst of Callable Reverse Convertible

Termsheet  
Symbol: ZPRLTQ
Underlyings: Companie Financière Richemont SA / Nestlé N / Novartis N / Roche GS / UBS Group AG
ISIN: CH1336238436
Issuer:
Leonteq Securities
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Details Underlying Information & Tools

Core Data

Name Worst of Callable Reverse Convertible
ISIN CH1336238436
Valor 133623843
Symbol ZPRLTQ
Outperformance Level 80.8757
Quotation in percent Yes
Coupon p.a. 4.25%
Coupon Premium 3.18%
Coupon Yield 1.07%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 23/04/2024
Date of maturity 23/04/2027
Last trading day 16/04/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Leonteq Securities

Key data

Ask Price (basis for calculation) 103.7500
Maximum yield 8.67%
Maximum yield p.a. 3.77%
Sideways yield -9.68%
Sideways yield p.a. -4.20%

market maker quality Date: 30/12/2024

Average Spread 0.80%
Last Best Bid Price 102.97 %
Last Best Ask Price 103.80 %
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 257,370 CHF
Average Sell Value 259,445 CHF
Spreads Availability Ratio 98.70%
Quote Availability 98.70%

Underlyings

Name Nestlé S.A. Novartis AG Compagnie Financière Richemont SA UBS Group AG Roche AG
ISIN CH0038863350 CH0012005267 CH0210483332 CH0244767585 CH0012032048
Price 74.70 CHF 89.0200 CHF 134.25 CHF 28.46 CHF 256.60 CHF
Date 03/01/25 17:31 03/01/25 17:31 03/01/25 17:31 03/01/25 17:31 03/01/25 17:31
Cap 45.96 CHF 42.50 CHF 63.975 CHF 12.765 CHF 110.75 CHF
Distance to Cap 28.46 46.04 70.175 15.725 143.85
Distance to Cap in % 38.24% 52.00% 52.31% 55.19% 56.50%
Is Cap Level reached No No No No No

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