Last price paid | n.a. | |
Change | -5.66% [ -0.15 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | +467.05% |
Year to date (YTD) | +197.62% |
1 month | +55.28% |
3 months | +48.81% |
1 year | +284.62% |
3 years | n.a. |
Issue price | 0.44 |
Underlying price on issue | 13'856.42 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 6.81 |
Implied volatility | 0.62 |
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 | 0.22% |
Premium p.a. | 11.55% |
Leverage | 7.06 |
Implied volatility | 62.41% |
Moneyness | in-the-money |
Leverage | 6.8059 |
Delta | 0.9634 |
Gamma | 0.0000 |
Theta | -0.0109 |
Rho | 0.0032 |
Vega | 0.0020 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 19'796.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |