Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.07.2024 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 | -95.98% |
Year to date (YTD) | -80.68% |
1 month | n.a. |
3 months | -64.58% |
1 year | -88.67% |
3 years | n.a. |
Issue price | 1.99 |
Underlying price on issue | 13'030.21 |
Premium | 0.25% |
Premium p.a. | 0.60% |
Leverage | 44.03 |
Implied volatility | 0.14 |
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 | 25.03% |
Premium p.a. | 59.71% |
Leverage | 212'757.13 |
Implied volatility | 13.76% |
Moneyness | out-of-the-money |
Leverage | 44.0272 |
Delta | -0.0002 |
Gamma | 0.0007 |
Theta | -0.0033 |
Rho | -0.0201 |
Vega | 0.0862 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 14'499.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 587.40 |
Givaudan | 4'307.00 |
ABB Ltd | 48.78 |
Partners Group Ho... | 1'184.50 |
SONOVA HLDG N | 269.30 |
Name | Price |
---|---|
Sika AG | 266.80 |
Swiss Re | 108.45 |
ZURICH INSURANCE | 483.20 |
Compagnie Financi... | 134.00 |
UBS | 26.66 |