Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 1'000.00 Unit | |
Date/time | 27.05.2024 17:15 |
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 | -98.88% |
Year to date (YTD) | -95.00% |
1 month | -75.00% |
3 months | -86.67% |
1 year | -99.06% |
3 years | n.a. |
Issue price | 1.34 |
Underlying price on issue | 13'856.42 |
Premium | 0.21% |
Premium p.a. | 2.71% |
Leverage | 22.09 |
Implied volatility | 0.43 |
ISIN | CH1250734972 |
Symbol | NDXSBZ |
Security | 125073497 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 14'500.00 |
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 | 20.76% |
Premium p.a. | 270.67% |
Leverage | 1'100.49 |
Implied volatility | 42.73% |
Moneyness | out-of-the-money |
Leverage | 22.0930 |
Delta | -0.0201 |
Gamma | 0.0000 |
Theta | -0.0016 |
Rho | -0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 14'483.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |