Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.02.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 19.04.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -92.50% |
Year to date (YTD) | -20.00% |
1 month | n.a. |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 113.11 |
Premium | 0.36% |
Premium p.a. | 0.60% |
Leverage | 15.14 |
Implied volatility | 0.22 |
ISIN | CH1250725004 |
Symbol | NESLCZ |
Security | 125072500 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 130.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 12.04.2023 |
Premium | 36.35% |
Premium p.a. | 60.31% |
Leverage | 318.53 |
Implied volatility | 21.88% |
Moneyness | out-of-the-money |
Leverage | 15.1353 |
Delta | 0.0475 |
Gamma | 0.0003 |
Theta | -0.0002 |
Rho | 0.0013 |
Vega | 0.0037 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 130.30 |
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 |