Last price paid | 0.095 | |
Change | -5.00% [ -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 | -94.57% |
Year to date (YTD) | -75.00% |
1 month | -64.81% |
3 months | -58.70% |
1 year | -92.15% |
3 years | n.a. |
Issue price | 1.75 |
Underlying price on issue | 13'030.21 |
Premium | 0.26% |
Premium p.a. | 0.42% |
Leverage | 40.87 |
Implied volatility | 0.12 |
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 | 25.62% |
Premium p.a. | 42.31% |
Leverage | 181'165.33 |
Implied volatility | 12.25% |
Moneyness | out-of-the-money |
Leverage | 40.8703 |
Delta | -0.0002 |
Gamma | 0.0006 |
Theta | -0.0025 |
Rho | -0.0324 |
Vega | 0.1136 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 13'999.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |