Last price paid | 0.06 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -96.43% |
Year to date (YTD) | -81.25% |
1 month | -25.00% |
3 months | -62.50% |
1 year | -92.50% |
3 years | n.a. |
Issue price | 1.54 |
Underlying price on issue | 13'030.21 |
Premium | 0.32% |
Premium p.a. | 0.62% |
Leverage | 36.06 |
Implied volatility | 0.16 |
ISIN | CH1250728230 |
Symbol | NDXQHZ |
Security | 125072823 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 13'500.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 04.05.2023 |
Premium | 31.55% |
Premium p.a. | 61.58% |
Leverage | 322'019.67 |
Implied volatility | 15.66% |
Moneyness | out-of-the-money |
Leverage | 36.0642 |
Delta | -0.0001 |
Gamma | 0.0005 |
Theta | -0.0020 |
Rho | -0.0153 |
Vega | 0.0558 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 13'499.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |