Last price paid | 0.085 | |
Change | -22.73% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -95.48% |
Year to date (YTD) | -80.68% |
1 month | -46.88% |
3 months | -67.31% |
1 year | -92.41% |
3 years | n.a. |
Issue price | 1.99 |
Underlying price on issue | 13'030.21 |
Premium | 0.26% |
Premium p.a. | 0.51% |
Leverage | 40.63 |
Implied volatility | 0.13 |
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 | 26.40% |
Premium p.a. | 50.71% |
Leverage | 195'469.87 |
Implied volatility | 13.35% |
Moneyness | out-of-the-money |
Leverage | 40.6301 |
Delta | -0.0002 |
Gamma | 0.0006 |
Theta | -0.0029 |
Rho | -0.0265 |
Vega | 0.0997 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 14'499.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.68 |
Partners Group Ho... | 1'167.00 |
Nestlé SA | 94.68 |
GEBERIT N | 543.20 |
Alcon AG | 80.20 |
Name | Price |
---|---|
Swiss Life Hldg | 651.80 |
SONOVA HLDG N | 270.40 |
Swiss Re | 112.20 |
Holcim | 78.86 |
LOGITECH INT. | 86.70 |