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 | -99.25% |
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 | 0.26% |
Premium p.a. | 6.78% |
Leverage | 20.21 |
Implied volatility | 0.70 |
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 | 26.01% |
Premium p.a. | 678.24% |
Leverage | 1'744.41 |
Implied volatility | 70.19% |
Moneyness | out-of-the-money |
Leverage | 20.2104 |
Delta | -0.0116 |
Gamma | 0.0000 |
Theta | -0.0026 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 14'488.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |