Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +85.19% |
Year to date (YTD) | +4.26% |
1 month | +11.36% |
3 months | -14.04% |
1 year | +96.00% |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 108.87 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 9.01 |
Implied volatility | 0.41 |
ISIN | CH1268367948 |
Symbol | NESC7Z |
Security | 126836794 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Nestlé N, CH0038863350 |
Underlying ISIN | CH0038863350 |
Strike | 104.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 05.06.2023 |
Premium | 0.06% |
Premium p.a. | 3.33% |
Leverage | 9.41 |
Implied volatility | 41.10% |
Moneyness | in-the-money |
Leverage | 9.0067 |
Delta | -0.9575 |
Gamma | 0.0008 |
Theta | -0.0014 |
Rho | -0.0010 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 94.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |