Last price paid | 0.12 | |
Change | -7.69% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -94.22% |
Year to date (YTD) | -72.73% |
1 month | -64.71% |
3 months | -57.14% |
1 year | -91.30% |
3 years | n.a. |
Issue price | 1.99 |
Underlying price on issue | 13'030.21 |
Premium | 0.23% |
Premium p.a. | 0.37% |
Leverage | 44.65 |
Implied volatility | 0.11 |
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 | 22.67% |
Premium p.a. | 37.11% |
Leverage | 149'020.68 |
Implied volatility | 10.99% |
Moneyness | out-of-the-money |
Leverage | 44.6481 |
Delta | -0.0003 |
Gamma | 0.0007 |
Theta | -0.0028 |
Rho | -0.0415 |
Vega | 0.1480 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 14'499.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |