Last price paid | 0.035 | |
Change | +40.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.03.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | 0.00% |
1 year | -90.54% |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 108.86 |
Premium | 0.17% |
Premium p.a. | 0.29% |
Leverage | 16.62 |
Implied volatility | 0.16 |
ISIN | CH1250715328 |
Symbol | NESJSZ |
Security | 125071532 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 112.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 17.43% |
Premium p.a. | 29.31% |
Leverage | 120.08 |
Implied volatility | 16.23% |
Moneyness | out-of-the-money |
Leverage | 16.6249 |
Delta | 0.1385 |
Gamma | 0.0009 |
Theta | -0.0003 |
Rho | 0.0037 |
Vega | 0.0082 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 112.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'183.00 |
Swiss Re | 114.45 |
NOVARTIS N | 93.11 |
Compagnie Financi... | 144.10 |
Alcon AG | 80.40 |