Last price paid | 0.001 | |
Change | -80.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 300'000.00 Unit | |
Date/time | 14.06.2024 17:15 |
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 | -96.50% |
Year to date (YTD) | -96.67% |
1 month | n.a. |
3 months | n.a. |
1 year | -99.64% |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 108.86 |
Premium | 0.17% |
Premium p.a. | 8.95% |
Leverage | 25.51 |
Implied volatility | 0.69 |
ISIN | CH1250715302 |
Symbol | NESAOZ |
Security | 125071530 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 110.00 |
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 | 17.17% |
Premium p.a. | 895.29% |
Leverage | 447.90 |
Implied volatility | 69.17% |
Moneyness | out-of-the-money |
Leverage | 25.5122 |
Delta | 0.0570 |
Gamma | 0.0006 |
Theta | -0.0034 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 110.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |