Last price paid | 2.63 | |
Change | +3.95% [ +0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | +494.32% |
Year to date (YTD) | +213.10% |
1 month | +70.78% |
3 months | +102.31% |
1 year | +260.27% |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 13'856.42 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 6.54 |
Implied volatility | 0.60 |
ISIN | CH1250735011 |
Symbol | NDXPRZ |
Security | 125073501 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 17'000.00 |
C/P type | call |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 19.05.2023 |
Premium | 0.23% |
Premium p.a. | 10.46% |
Leverage | 6.77 |
Implied volatility | 60.26% |
Moneyness | in-the-money |
Leverage | 6.5396 |
Delta | 0.9655 |
Gamma | 0.0000 |
Theta | -0.0097 |
Rho | 0.0037 |
Vega | 0.0020 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 19'936.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.10 |
Partners Group Ho... | 1'172.00 |
Alcon AG | 79.62 |
Sika AG | 260.10 |
Swiss Re | 112.80 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.90 |
Compagnie Financi... | 139.15 |
LOGITECH INT. | 87.06 |
NOVARTIS N | 93.84 |
Holcim | 81.54 |