Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -98.99% |
Year to date (YTD) | -87.50% |
1 month | n.a. |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.99 |
Underlying price on issue | 13'856.42 |
Premium | 0.32% |
Premium p.a. | 14.74% |
Leverage | 16.39 |
Implied volatility | 1.16 |
ISIN | CH1250734931 |
Symbol | NDXIIZ |
Security | 125073493 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 13'500.00 |
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 | 32.30% |
Premium p.a. | 1473.57% |
Leverage | 1'775.29 |
Implied volatility | 116.16% |
Moneyness | out-of-the-money |
Leverage | 16.3868 |
Delta | -0.0092 |
Gamma | 0.0000 |
Theta | -0.0047 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 13'488.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |