Last price paid | 0.04 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -85.94% |
Year to date (YTD) | -42.86% |
1 month | n.a. |
3 months | -33.33% |
1 year | -92.45% |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 108.86 |
Premium | 0.17% |
Premium p.a. | 0.26% |
Leverage | 16.25 |
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 | 16.85% |
Premium p.a. | 26.28% |
Leverage | 107.36 |
Implied volatility | 15.68% |
Moneyness | out-of-the-money |
Leverage | 16.2471 |
Delta | 0.1513 |
Gamma | 0.0010 |
Theta | -0.0003 |
Rho | 0.0044 |
Vega | 0.0091 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 112.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |