Last price paid | 0.045 | |
Change | -43.75% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -80.00% |
Year to date (YTD) | -71.88% |
1 month | -70.00% |
3 months | -82.69% |
1 year | -65.38% |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 108.86 |
Premium | 0.02% |
Premium p.a. | 0.32% |
Leverage | 38.51 |
Implied volatility | 0.14 |
ISIN | CH1250715286 |
Symbol | NESFAZ |
Security | 125071528 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 94.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 2.47% |
Premium p.a. | 32.19% |
Leverage | 119.45 |
Implied volatility | 14.20% |
Moneyness | out-of-the-money |
Leverage | 38.5132 |
Delta | -0.3224 |
Gamma | 0.0047 |
Theta | -0.0011 |
Rho | -0.0012 |
Vega | 0.0047 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 93.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |