Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -92.50% |
Year to date (YTD) | -87.50% |
1 month | -88.89% |
3 months | -92.00% |
1 year | -84.62% |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 108.86 |
Premium | 0.04% |
Premium p.a. | 0.77% |
Leverage | 47.68 |
Implied volatility | 0.17 |
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 | 4.41% |
Premium p.a. | 76.60% |
Leverage | 326.73 |
Implied volatility | 17.05% |
Moneyness | out-of-the-money |
Leverage | 47.6780 |
Delta | -0.1459 |
Gamma | 0.0028 |
Theta | -0.0011 |
Rho | -0.0004 |
Vega | 0.0027 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 93.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |