Fixing | 21.06.2024 |
Settlement date | 03.08.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Issue price | 0.44 |
Underlying price on issue | 117.02 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | n.a. |
Implied volatility | n.a. |
ISIN | CH1164386315 |
Symbol | NESBYZ |
Security | 116438631 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 21.06.2024 |
Underlying | Nestlé SA |
Underlying ISIN | CH0038863350 |
Strike | 120.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 26.07.2022 |
Premium | n.a. |
Premium p.a. | n.a. |
Leverage | 447.90 |
Implied volatility | n.a. |
Moneyness | out-of-the-money |
Leverage | n.a. |
Delta | n.a. |
Gamma | n.a. |
Theta | n.a. |
Rho | n.a. |
Vega | n.a. |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | n.a. |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |