S&P500 Options (0DTE) ETP
Distribution Yield 115.59%
Key Information
- Strategy
- Cash Covered Put
- Reference Asset
- 0DTE
- Distributions
- Monthly
- Expense Ratio
- 0.45%
- Inception Date
- 28 Aug 2024
Why S&P500 Options (0DTE) ETP?
Maximum Income
Upside Exposure
Partial Downside Protection
The Investment Strategy seeks to generate monthly income by selling each day put options on the S&P500 Index or the SPDR S&P 500 ETF Trust with a Daily Option Expiry and paying a return on the cash held. The ETP Securities aim to harvest yields, while retaining upside exposure to up to the options’ Strike Price.
Distribution Details
| Declaration Date | Ex-Date | Record Date | Payment Date | Distribution Per Share |
|---|---|---|---|---|
| 31 Mar 2025 | 01 Apr 2025 | 02 Apr 2025 | 10 Apr 2025 | $0.6495 |
| 28 Feb 2025 | 03 Mar 2025 | 04 Mar 2025 | 12 Mar 2025 | $0.456 |
| 31 Jan 2025 | 03 Feb 2025 | 04 Feb 2025 | 12 Feb 2025 | $0.4415 |
Your total return till today, given you'd invested €10,000.00, on 28 Aug 2024
- Starting Amount
- €10,000.00
- Price Gain
- €-3,243.57
- Price Growth (CAGR)
- N/A
- Dividends
- €2,960.91
- Total Gain
- €-282.66
- End Balance
- €9,717.34
- Total Return
- -2.83%
- Total Return (CAGR)
- N/A
Listings & Tickers
| Country | Exchange | Base Currency | Trading Currency | Exchange Code | ISIN | SEDOL | BBG Ticker | RIC | WKN | Listing Date |
|---|---|---|---|---|---|---|---|---|---|---|
| UK | London Stock Exchange | USD | USD | SPYY | XS2875106242 | BM8ZBD0 | SPYY LN | SPYY.L | A4A50P | 28 Aug 2024 |
| UK | London Stock Exchange | USD | GBP | SPYO | XS2875106242 | BM8ZBG3 | SPYO LN | SPYO.L | A4A50P | 28 Aug 2024 |
| DE | Deutsche Börse Xetra | USD | EUR | DSPY | XS2875106242 | BQNKXG5 | DSPY.GY | DSPY.DE | A4A50P | 15 Nov 2024 |
Holdings
| Name | Ticker | SEDOL | Market Price | Currency | Shares Held | Market Value |
|---|---|---|---|---|---|---|
| Cash | Cash_USD_56 | Cash | 1 | USD | 3141160 | 3141160 |
| SPY Apr17'25 527.0 Put | SPY 250417P00527000 | N/A | 5.04962 | USD | -58 | -29287.8 |
Net Asset Value
- NAV (as of 16 Apr 2025)
- $6.74
- Daily Change (of NAV)
- -0.12
- Daily Return (based on % NAV change)
- -1.72%
Structure
- Structure
- ETP
- Domicile
- Ireland
- Replication Method
- Physical
- Use of Income
- Distributing
- Physical Assets
- Yes (Underlying securities)
- Underlying Asset
- Cash + Short S&P 500 Put Option
Tax & Legal
- UCITS Eligible
- Yes
- UK Fund Reporting Status
- Pending
- SIPP
- Yes
- ISA
- Yes
Key Services Providers
- Issuer
- Leverage Shares PLC
- Arranger
- Leverage Shares Management Company Limited
- Trustee
- Apex Corporate Trustees (UK) Limited
- Issuing and Paying Agent
- Elavon Financial Services DAC
- Registrar
- Elavon Financial Services DAC
- Custodian
- Interactive Brokers LLC and/or Morgan Stanley & Co LLC
- Portfolio Administrators
- GWM Limited
- Determination Agent
- Calculation Agent Services LLC
- Broker Dealer of Record
- GWM Limited
- Initial Authorised Participant
- Virtu Financial Ireland Limited
ETP Documents
- Fact Sheet
-
- Final Terms
- Key Information Documents
- Reportable Income
-
- EMT
-
- Supplemental Trust Deed
-
- Prospectus
- Prospectus (FCA) 17 July 2024
- Prospectus (CBI) 17 July 2024
- Prospectus (FCA) 15 March 2024
- Prospectus (CBI) 15 March 2024
- Prospectus (FCA) 18 October 2023
- Prospectus (CBI) 18 October 2023
- Prospectus (CBI) 4 May 2023
- Prospectus (FCA) 4 May 2023
- Supplement 17 October 2022
- Supplement 1 June 2022
- Prospectus 16 May 2022
- Prospectus 7 December 2021
- Supplement 8 October 2021
- Supplement 17 September 2021
- Supplement 6 May 2021
- Supplement 4 March 2021
- Prospectus 18 December 2020
- Prospectus 6 November 2020
- Prospectus 5 February 2020
Notices
- Latest Notice
- All Product Notices
- 31.03.2025 Interest Notification
- 28.02.2025 Notice of Interest Notification
- 31.01.2025 Notice of Interest Notification
- 31.12.2024 Notice of Interest Notification
- 29.11.2024 Notice of Interest Notification
- 31.10.2024 Notice of Interest Notification
- 30.09.2024 Interest Notification
- 29.08.2024 Notice of Amendment Interest Notification Calendar
- 07.08.2024 Notice of Interest Amount Payments Calendar
- 31.07.2024 Interest Notification
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This is a marketing communication. Prospective investors should refer to the Exchange Traded Product (“ETP”) Prospectus and Key Investor Information Document (“KIID”) before making any investment decisions.
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The information on this website does not constitute legal, financial, or investment advice. It should not be considered an offer to sell or a solicitation to buy any security, including shares of any ETP promoted here, or other financial instruments, products, or services offered by Leverage Shares or its distributors (“Leverage Shares”).
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This information originates from Investium Limited, which has been appointed as distributor of Leverage Shares products in Europe by Leverage Shares Management Company Limited (the “Arranger”). Investium Limited with registered address at 6 Nikou Georgiou Street, Office 302, 1095 Nicosia Cyprus, is a financial services provider regulated by the Cyprus Securities and Exchange Commission (CySEC).
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