Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.26% |
Year to date (YTD) | -90.63% |
1 month | -66.67% |
3 months | -76.92% |
1 year | -98.50% |
3 years | n.a. |
Issue price | 1.15 |
Underlying price on issue | 13'856.42 |
Premium | 0.29% |
Premium p.a. | 15.24% |
Leverage | 15.34 |
Implied volatility | 1.23 |
ISIN | CH1250734923 |
Symbol | NDXISZ |
Security | 125073492 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 19.05.2023 |
Premium | 29.24% |
Premium p.a. | 1524.43% |
Leverage | 881.27 |
Implied volatility | 123.11% |
Moneyness | out-of-the-money |
Leverage | 15.3405 |
Delta | -0.0174 |
Gamma | 0.0000 |
Theta | -0.0092 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 13'977.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 276.60 |
KUEHNE & NAGEL | 262.50 |
LOGITECH INT. | 88.32 |
Sika AG | 261.60 |
Lonza Group | 490.80 |
Name | Price |
---|---|
ZURICH INSURANCE | 482.40 |
Compagnie Financi... | 143.55 |
Swiss Re | 112.65 |
ROCHE GS | 253.90 |
SWISSCOM N | 506.50 |