Last price paid | 0.07 | |
Change | -17.65% [ -0.02 ] | |
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 | -96.29% |
Year to date (YTD) | -81.58% |
1 month | -46.15% |
3 months | -68.18% |
1 year | -92.86% |
3 years | n.a. |
Issue price | 1.75 |
Underlying price on issue | 13'030.21 |
Premium | 0.29% |
Premium p.a. | 0.56% |
Leverage | 38.62 |
Implied volatility | 0.14 |
ISIN | CH1250728248 |
Symbol | NDXMIZ |
Security | 125072824 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 14'000.00 |
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 | 28.94% |
Premium p.a. | 56.18% |
Leverage | 271'636.13 |
Implied volatility | 14.42% |
Moneyness | out-of-the-money |
Leverage | 38.6203 |
Delta | -0.0001 |
Gamma | 0.0005 |
Theta | -0.0023 |
Rho | -0.0187 |
Vega | 0.0698 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 13'999.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.70 |
Lonza Group | 487.40 |
Sika AG | 258.90 |
SONOVA HLDG N | 272.50 |
NOVARTIS N | 96.17 |
Name | Price |
---|---|
Compagnie Financi... | 142.05 |
ROCHE GS | 250.40 |
Partners Group Ho... | 1'138.50 |
UBS | 26.21 |
Swiss Re | 111.25 |