Last price paid | 0.055 | |
Change | -8.33% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | -97.49% |
Year to date (YTD) | -87.50% |
1 month | -26.67% |
3 months | -35.29% |
1 year | -94.39% |
3 years | n.a. |
Issue price | 1.99 |
Underlying price on issue | 13'030.21 |
Premium | 0.27% |
Premium p.a. | 1.03% |
Leverage | 43.82 |
Implied volatility | 0.18 |
ISIN | CH1250728263 |
Symbol | NDXUVZ |
Security | 125072826 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 14'500.00 |
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 | 27.30% |
Premium p.a. | 102.73% |
Leverage | 337'626.31 |
Implied volatility | 17.83% |
Moneyness | out-of-the-money |
Leverage | 43.8154 |
Delta | -0.0001 |
Gamma | 0.0006 |
Theta | -0.0037 |
Rho | -0.0082 |
Vega | 0.0440 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 14'499.94 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.44 |
Givaudan | 4'628.00 |
Compagnie Financi... | 120.70 |
Sika AG | 275.30 |
GEBERIT N | 559.00 |
Name | Price |
---|---|
LOGITECH INT. | 72.02 |
Partners Group Ho... | 1'232.00 |
Lonza Group | 534.40 |
UBS | 25.85 |
Swiss Life Hldg | 715.20 |